-1.6%
MDLN vs IOT
+8.8%
-10.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.1% | +14.2% | +18.0% |
| 7D | +24.7% | -0.5% | +25.1% | +24.6% |
| 30D | +12.7% | +1.0% | +11.7% | +12.5% |
| 3M | -4.0% | +10.9% | -14.9% | -4.9% |
| 6M | -8.7% | +39.9% | -48.6% | -10.5% |
| YTD | -3.9% | +20.8% | -24.7% | -5.3% |
| All | -1.6% | +8.8% | -10.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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