-2.5%
MDLN vs FN
-22.9%
+20.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -5.1% |
| 7D | +0.6% | +20.8% | -20.2% | +0.6% |
| 30D | +12.0% | -17.3% | +29.3% | +12.2% |
| 3M | +12.6% | -38.1% | +50.7% | +13.2% |
| 6M | +3.7% | -44.2% | +47.9% | +4.9% |
| YTD | -4.8% | -22.3% | +17.5% | -7.8% |
| All | -2.5% | -22.9% | +20.4% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling