-21.0%
MDLN vs DRI
+14.5%
-35.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.5% |
| 7D | -11.5% | -4.8% | -6.7% | -9.9% |
| 30D | -7.6% | -5.2% | -2.4% | -5.9% |
| 3M | -11.4% | +2.7% | -14.1% | -12.7% |
| 6M | -24.5% | +3.6% | -28.1% | -25.9% |
| YTD | -22.9% | +15.4% | -38.3% | -20.6% |
| All | -21.0% | +14.5% | -35.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling