-20.7%
MDLN vs FTI
+73.1%
-93.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -11.1% | -4.4% | -6.7% | -11.2% |
| 30D | -8.4% | +1.5% | -9.9% | -8.2% |
| 3M | -12.4% | +8.2% | -20.6% | -12.0% |
| 6M | -23.3% | +18.8% | -42.1% | -24.2% |
| YTD | -22.5% | +71.7% | -94.2% | -18.8% |
| All | -20.7% | +73.1% | -93.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling