-17.0%
MDLN vs IRE
-51.4%
+34.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -1.9% |
| 7D | -6.2% | +29.0% | -35.2% | -6.0% |
| 30D | +0.7% | +24.2% | -23.5% | +1.0% |
| 3M | -5.4% | -53.2% | +47.7% | -5.0% |
| 6M | -21.6% | -36.0% | +14.5% | -22.2% |
| YTD | -18.9% | -51.0% | +32.1% | -20.1% |
| All | -17.0% | -51.4% | +34.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling