-21.0%
MDLN vs ES
+5.0%
-26.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -11.5% | -3.5% | -8.0% | -11.0% |
| 30D | -7.6% | -3.0% | -4.6% | -7.2% |
| 3M | -11.4% | -0.3% | -11.1% | -10.5% |
| 6M | -24.5% | -5.2% | -19.3% | -24.9% |
| YTD | -22.9% | +4.8% | -27.7% | -21.9% |
| All | -21.0% | +5.0% | -26.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling