-20.7%
MDLN vs DG
-5.8%
-14.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -11.1% | -6.5% | -4.6% | -9.3% |
| 30D | -8.4% | +4.2% | -12.5% | -9.4% |
| 3M | -12.4% | +9.5% | -21.9% | -14.3% |
| 6M | -23.3% | -13.1% | -10.1% | -25.4% |
| YTD | -22.5% | -4.8% | -17.7% | -25.4% |
| All | -20.7% | -5.8% | -14.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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