-17.0%
MDLN vs LEN
-27.8%
+10.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -6.2% | -3.4% | -2.8% | -5.6% |
| 30D | +0.7% | -5.7% | +6.4% | +1.7% |
| 3M | -5.4% | -12.2% | +6.8% | -4.4% |
| 6M | -21.6% | -18.3% | -3.3% | -21.0% |
| YTD | -18.9% | -20.2% | +1.3% | -18.3% |
| All | -17.0% | -27.8% | +10.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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