-17.0%
MDLN vs HBM
+52.8%
-69.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.9% |
| 7D | -6.2% | +5.5% | -11.7% | -6.1% |
| 30D | +0.7% | +3.3% | -2.6% | +0.9% |
| 3M | -5.4% | +12.7% | -18.1% | -4.8% |
| 6M | -21.6% | +28.2% | -49.8% | -21.6% |
| YTD | -18.9% | +45.3% | -64.2% | -21.7% |
| All | -17.0% | +52.8% | -69.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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