-1.6%
MDLN vs DD
+25.8%
-27.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.8% | +20.1% | +18.3% |
| 7D | +24.7% | +8.7% | +16.0% | +24.3% |
| 30D | +12.7% | +15.3% | -2.6% | +12.2% |
| 3M | -4.0% | +5.9% | -9.9% | -4.3% |
| 6M | -8.7% | +11.6% | -20.3% | -9.6% |
| YTD | -3.9% | +26.5% | -30.5% | +1.6% |
| All | -1.6% | +25.8% | -27.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling