-21.0%
MDLN vs DD
+6.3%
-27.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -11.5% | -2.9% | -8.6% | -11.5% |
| 30D | -7.6% | -11.5% | +3.9% | -7.6% |
| 3M | -11.4% | -5.4% | -6.0% | -11.3% |
| 6M | -24.5% | -6.9% | -17.6% | -25.0% |
| YTD | -22.9% | +6.9% | -29.8% | -18.1% |
| All | -21.0% | +6.3% | -27.3% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling