-20.7%
MDLN vs DD
+6.0%
-26.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -11.1% | -3.5% | -7.6% | -11.1% |
| 30D | -8.4% | -11.7% | +3.3% | -8.4% |
| 3M | -12.4% | -9.2% | -3.2% | -12.4% |
| 6M | -23.3% | -7.2% | -16.1% | -23.8% |
| YTD | -22.5% | +6.6% | -29.2% | -17.8% |
| All | -20.7% | +6.0% | -26.6% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling