-17.0%
MDLN vs FTV
+2.7%
-19.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.2% | -1.3% | -4.9% | -5.8% |
| 30D | +0.7% | -9.5% | +10.2% | +3.5% |
| 3M | -5.4% | -10.9% | +5.5% | -2.7% |
| 6M | -21.6% | -0.6% | -20.9% | -21.3% |
| YTD | -18.9% | +1.4% | -20.3% | -18.0% |
| All | -17.0% | +2.7% | -19.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling