-21.0%
MDLN vs FE
+8.3%
-29.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -11.5% | -1.7% | -9.8% | -11.1% |
| 30D | -7.6% | -1.3% | -6.3% | -7.4% |
| 3M | -11.4% | +0.6% | -12.0% | -11.2% |
| 6M | -24.5% | -6.8% | -17.6% | -26.0% |
| YTD | -22.9% | +6.4% | -29.3% | -24.5% |
| All | -21.0% | +8.3% | -29.3% | -22.7% |
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