-17.0%
MDLN vs EXEL
+40.0%
-57.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | +0.7% | +10.1% | -9.4% | -1.7% |
| 3M | -5.4% | +10.1% | -15.5% | -7.4% |
| 6M | -21.6% | +37.7% | -59.2% | -26.2% |
| YTD | -18.9% | +33.1% | -52.0% | -22.7% |
| All | -17.0% | +40.0% | -57.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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