-17.0%
MDLN vs FDS
-4.7%
-12.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | -6.2% | -8.8% | +2.6% | -5.1% |
| 30D | +0.7% | -1.4% | +2.1% | +0.9% |
| 3M | -5.4% | +13.9% | -19.3% | -7.2% |
| 6M | -21.6% | +27.4% | -49.0% | -23.1% |
| YTD | -18.9% | -2.5% | -16.5% | -13.0% |
| All | -17.0% | -4.7% | -12.2% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling