-10.8%
MDLN vs IRE
-52.7%
+42.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | +0.1% |
| 7D | +3.7% | +54.8% | -51.1% | +4.1% |
| 30D | -0.2% | +18.4% | -18.6% | +0.1% |
| 3M | +6.2% | -66.7% | +72.9% | +6.7% |
| 6M | -14.7% | -52.3% | +37.6% | -15.3% |
| YTD | -12.9% | -52.3% | +39.4% | -14.2% |
| All | -10.8% | -52.7% | +42.0% | -12.5% |
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