-21.0%
MDLN vs IT
-30.9%
+9.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | -11.5% | -12.7% | +1.2% | -10.3% |
| 30D | -7.6% | -8.9% | +1.3% | -6.8% |
| 3M | -11.4% | +10.1% | -21.5% | -13.9% |
| 6M | -24.5% | +7.3% | -31.7% | -26.3% |
| YTD | -22.9% | -32.4% | +9.5% | -18.8% |
| All | -21.0% | -30.9% | +9.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling