-21.0%
MDLN vs FDS
-10.3%
-10.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.8% | +0.9% | -4.0% |
| 7D | -11.5% | -16.0% | +4.5% | -9.4% |
| 30D | -7.6% | -6.7% | -0.8% | -6.6% |
| 3M | -11.4% | +6.0% | -17.3% | -12.2% |
| 6M | -24.5% | +25.1% | -49.6% | -25.4% |
| YTD | -22.9% | -8.1% | -14.7% | -16.5% |
| All | -21.0% | -10.3% | -10.7% | -13.4% |
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