-10.8%
MDLN vs EL
+0.9%
-11.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | -0.2% | +19.8% | -20.0% | -2.2% |
| 3M | +6.2% | +25.7% | -19.5% | +3.5% |
| 6M | -14.7% | +5.4% | -20.1% | -17.5% |
| YTD | -12.9% | +0.2% | -13.1% | -12.0% |
| All | -10.8% | +0.9% | -11.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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