-15.4%
MDLN vs FDS
-1.4%
-14.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.6% |
| 7D | -1.2% | -5.4% | +4.2% | -0.5% |
| 30D | -1.5% | +1.6% | -3.1% | -1.8% |
| 3M | +2.6% | +17.7% | -15.1% | +0.3% |
| 6M | -20.9% | +29.1% | -49.9% | -22.8% |
| YTD | -17.4% | +1.0% | -18.4% | -11.8% |
| All | -15.4% | -1.4% | -14.0% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling