-1.6%
MDLN vs FDS
+16.8%
-18.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.9% | +15.5% | +17.9% |
| 7D | +24.7% | +9.4% | +15.2% | +23.2% |
| 30D | +12.7% | +23.8% | -11.1% | +9.7% |
| 3M | -4.0% | +25.1% | -29.2% | -6.8% |
| 6M | -8.7% | +53.8% | -62.5% | -12.2% |
| YTD | -3.9% | +19.6% | -23.5% | +0.4% |
| All | -1.6% | +16.8% | -18.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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