-20.7%
MDLN vs DTE
+4.4%
-25.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -11.1% | -2.6% | -8.5% | -10.6% |
| 30D | -8.4% | -4.4% | -4.0% | -7.5% |
| 3M | -12.4% | -8.3% | -4.1% | -10.3% |
| 6M | -23.3% | -8.1% | -15.2% | -21.0% |
| YTD | -22.5% | +4.4% | -27.0% | -12.5% |
| All | -20.7% | +4.4% | -25.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling