-17.0%
MDLN vs FFIV
+56.9%
-73.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.3% |
| 7D | -6.2% | +3.5% | -9.7% | -5.7% |
| 30D | +0.7% | -1.3% | +2.0% | +0.5% |
| 3M | -5.4% | +2.4% | -7.8% | -5.1% |
| 6M | -21.6% | +41.8% | -63.4% | -17.3% |
| YTD | -18.9% | +58.5% | -77.4% | -7.7% |
| All | -17.0% | +56.9% | -73.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling