-10.8%
MDLN vs DRI
+19.6%
-30.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | -0.2% | +3.8% | -4.0% | -1.5% |
| 3M | +6.2% | +13.0% | -6.8% | +1.0% |
| 6M | -14.7% | +8.3% | -23.0% | -17.7% |
| YTD | -12.9% | +20.6% | -33.5% | -11.7% |
| All | -10.8% | +19.6% | -30.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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