-20.7%
MDLN vs KEEL
+45.1%
-65.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.4% |
| 7D | -11.1% | +2.9% | -14.0% | -11.1% |
| 30D | -8.4% | +0.8% | -9.2% | -8.3% |
| 3M | -12.4% | -35.3% | +22.9% | -12.5% |
| 6M | -23.3% | +59.4% | -82.6% | -26.9% |
| YTD | -22.5% | +51.9% | -74.5% | -26.2% |
| All | -20.7% | +45.1% | -65.8% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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