-1.6%
MDLN vs FTV
+25.7%
-27.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.3% | +16.1% | +17.6% |
| 7D | +24.7% | +6.6% | +18.1% | +22.4% |
| 30D | +12.7% | +19.1% | -6.4% | +7.1% |
| 3M | -4.0% | +13.1% | -17.1% | -7.6% |
| 6M | -8.7% | +14.0% | -22.7% | -12.0% |
| YTD | -3.9% | +24.2% | -28.1% | -8.4% |
| All | -1.6% | +25.7% | -27.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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