-3.7%
MDLN vs HDB
-26.9%
+23.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.5% |
| 7D | -0.4% | +2.7% | -3.2% | -1.6% |
| 30D | +9.9% | +14.1% | -4.3% | +3.9% |
| 3M | +10.9% | +11.8% | -0.9% | +5.6% |
| 6M | +2.0% | +8.2% | -6.2% | -2.2% |
| YTD | -6.0% | -29.3% | +23.3% | +18.8% |
| All | -3.7% | -26.9% | +23.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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