-15.4%
MDLN vs EXE
-7.1%
-8.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.3% |
| 30D | -1.5% | +6.4% | -7.9% | -1.1% |
| 3M | +2.6% | +9.2% | -6.6% | +3.5% |
| 6M | -20.9% | -7.0% | -13.9% | -19.7% |
| YTD | -17.4% | -9.5% | -7.9% | -13.3% |
| All | -15.4% | -7.1% | -8.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 all: compounded portfolio wealth divided by compounded EXE 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…
all analysis · Full analysis span regression · 6 months rolling