-10.8%
MDLN vs FN
-11.2%
+0.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | +3.7% | -1.7% | +5.4% | +3.7% |
| 30D | -0.2% | -22.0% | +21.8% | +0.2% |
| 3M | +6.2% | -43.0% | +49.2% | +7.7% |
| 6M | -14.7% | -27.7% | +13.1% | -15.0% |
| YTD | -12.9% | -10.5% | -2.4% | -15.7% |
| All | -10.8% | -11.2% | +0.5% | -13.9% |
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