-1.6%
MDLN vs FE
+10.5%
-12.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | 0.0% | +18.4% | +18.4% |
| 7D | +24.7% | +1.7% | +23.0% | +24.3% |
| 30D | +12.7% | +8.1% | +4.6% | +11.1% |
| 3M | -4.0% | -1.3% | -2.7% | -3.5% |
| 6M | -8.7% | +2.9% | -11.6% | -9.6% |
| YTD | -3.9% | +8.6% | -12.5% | -6.1% |
| All | -1.6% | +10.5% | -12.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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