-15.4%
MDLN vs ES
+8.8%
-24.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -1.5% | -1.2% | -0.4% | -1.4% |
| 3M | +2.6% | +5.0% | -2.4% | +3.1% |
| 6M | -20.9% | -2.8% | -18.0% | -22.0% |
| YTD | -17.4% | +8.6% | -26.0% | -16.8% |
| All | -15.4% | +8.8% | -24.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling