-17.0%
MDLN vs FIVE
+38.9%
-55.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.4% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | +0.7% | +5.0% | -4.3% | -0.2% |
| 3M | -5.4% | +29.5% | -34.9% | -9.4% |
| 6M | -21.6% | +12.4% | -34.0% | -23.4% |
| YTD | -18.9% | +31.2% | -50.1% | -21.9% |
| All | -17.0% | +38.9% | -55.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling