-15.4%
MDLN vs FIVE
+42.8%
-58.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | -1.5% | +4.0% | -5.5% | -2.3% |
| 3M | +2.6% | +36.2% | -33.6% | -2.5% |
| 6M | -20.9% | +18.0% | -38.9% | -23.5% |
| YTD | -17.4% | +34.9% | -52.3% | -20.8% |
| All | -15.4% | +42.8% | -58.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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