-20.7%
MDLN vs ITOT
+13.5%
-34.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -11.1% | -0.9% | -10.2% | -10.5% |
| 30D | -8.4% | -1.5% | -6.9% | -7.5% |
| 3M | -12.4% | +3.6% | -16.0% | -13.6% |
| 6M | -23.3% | +13.7% | -37.0% | -29.9% |
| YTD | -22.5% | +12.9% | -35.5% | -28.3% |
| All | -20.7% | +13.5% | -34.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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