-15.4%
MDLN vs IRE
-47.9%
+32.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.2% | -15.4% | -5.1% |
| 7D | -1.2% | +58.9% | -60.1% | -0.8% |
| 30D | -1.5% | +17.2% | -18.7% | -1.3% |
| 3M | +2.6% | -58.6% | +61.2% | +3.2% |
| 6M | -20.9% | -23.5% | +2.6% | -21.5% |
| YTD | -17.4% | -47.4% | +30.0% | -18.6% |
| All | -15.4% | -47.9% | +32.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling