-10.8%
MDLN vs JAAA
+3.6%
-14.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | +3.7% | +0.2% | +3.5% | +3.3% |
| 30D | -0.2% | +0.5% | -0.7% | -1.5% |
| 3M | +6.2% | +1.3% | +4.9% | +3.6% |
| 6M | -14.7% | +2.7% | -17.3% | -18.8% |
| YTD | -12.9% | +3.2% | -16.1% | -15.3% |
| All | -10.8% | +3.6% | -14.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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