-0.2%
MDLN vs D
+18.6%
-18.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +20.0% | +2.4% | +17.6% | +19.4% |
| 30D | +12.8% | +10.9% | +1.9% | +11.3% |
| 3M | +21.0% | +2.8% | +18.2% | +20.7% |
| 6M | +3.5% | +12.7% | -9.2% | +3.5% |
| YTD | -2.6% | +20.3% | -22.9% | -2.6% |
| All | -0.2% | +18.6% | -18.9% | +0.1% |
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