-20.7%
MDLN vs LVS
-35.3%
+14.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -11.1% | -3.5% | -7.6% | -10.4% |
| 30D | -8.4% | -6.2% | -2.1% | -7.0% |
| 3M | -12.4% | -14.8% | +2.4% | -9.9% |
| 6M | -23.3% | -20.9% | -2.4% | -20.2% |
| YTD | -22.5% | -33.0% | +10.5% | -18.0% |
| All | -20.7% | -35.3% | +14.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling