-15.4%
MDLN vs D
+14.9%
-30.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.3% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.4% |
| 3M | +2.6% | +2.1% | +0.5% | +2.9% |
| 6M | -20.9% | +6.8% | -27.7% | -20.8% |
| YTD | -17.4% | +16.5% | -33.9% | -17.1% |
| All | -15.4% | +14.9% | -30.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling