-3.7%
MDLN vs FN
-28.5%
+24.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -1.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +9.9% | -16.5% | +26.4% | +10.0% |
| 3M | +10.9% | -42.1% | +53.0% | +11.6% |
| 6M | +2.0% | -52.9% | +54.8% | +3.8% |
| YTD | -6.0% | -28.0% | +21.9% | -8.9% |
| All | -3.7% | -28.5% | +24.8% | -7.0% |
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