-10.8%
MDLN vs D
+14.2%
-25.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.7% | +1.5% | +2.3% | +3.5% |
| 30D | -0.2% | -2.6% | +2.4% | +0.2% |
| 3M | +6.2% | 0.0% | +6.2% | +6.6% |
| 6M | -14.7% | +7.4% | -22.0% | -14.4% |
| YTD | -12.9% | +15.9% | -28.7% | -12.5% |
| All | -10.8% | +14.2% | -25.0% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling