-1.6%
MDLN vs FN
-25.6%
+24.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -6.0% | +24.3% | +18.3% |
| 7D | +24.7% | -7.0% | +31.6% | +24.6% |
| 30D | +12.7% | -24.7% | +37.4% | +13.1% |
| 3M | -4.0% | -35.7% | +31.6% | -3.5% |
| 6M | -8.7% | -52.4% | +43.7% | -7.0% |
| YTD | -3.9% | -25.0% | +21.0% | -6.9% |
| All | -1.6% | -25.6% | +24.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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