-0.7%
MDLN vs FN
-20.3%
+19.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.2% | +2.7% |
| 7D | +21.1% | +16.3% | +4.8% | +20.7% |
| 30D | +12.3% | -24.7% | +37.0% | +12.7% |
| 3M | +15.6% | -34.9% | +50.5% | +16.1% |
| 6M | +3.0% | -41.1% | +44.1% | +4.0% |
| YTD | -3.1% | -19.6% | +16.6% | -6.1% |
| All | -0.7% | -20.3% | +19.6% | -4.1% |
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