-20.7%
MDLN vs DGX
+33.5%
-54.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | -11.1% | -0.9% | -10.2% | -10.8% |
| 30D | -8.4% | -1.2% | -7.2% | -8.0% |
| 3M | -12.4% | +15.8% | -28.2% | -16.3% |
| 6M | -23.3% | +18.2% | -41.4% | -27.4% |
| YTD | -22.5% | +37.2% | -59.8% | -28.5% |
| All | -20.7% | +33.5% | -54.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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