-10.8%
MDLN vs DTE
+7.2%
-18.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.7% | +0.2% | +3.6% | +3.7% |
| 30D | -0.2% | -2.6% | +2.4% | +0.4% |
| 3M | +6.2% | -3.9% | +10.1% | +8.2% |
| 6M | -14.7% | -7.9% | -6.8% | -14.4% |
| YTD | -12.9% | +7.2% | -20.1% | -2.1% |
| All | -10.8% | +7.2% | -18.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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