-17.0%
MDLN vs DRI
+15.5%
-32.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -6.2% | -4.8% | -1.4% | -4.6% |
| 30D | +0.7% | -3.9% | +4.6% | +2.1% |
| 3M | -5.4% | +5.1% | -10.5% | -7.6% |
| 6M | -21.6% | +5.5% | -27.1% | -23.6% |
| YTD | -18.9% | +16.5% | -35.4% | -16.8% |
| All | -17.0% | +15.5% | -32.5% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling