-1.6%
MDLN vs IRE
-90.9%
+89.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -23.2% | +41.6% | +17.9% |
| 7D | +24.7% | -46.8% | +71.5% | +23.9% |
| 30D | +12.7% | -75.5% | +88.2% | +11.5% |
| 3M | -4.0% | -79.4% | +75.4% | -5.1% |
| 6M | -8.7% | -91.3% | +82.6% | -9.8% |
| YTD | -3.9% | -90.8% | +86.9% | -6.5% |
| All | -1.6% | -90.9% | +89.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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