-21.0%
MDLN vs LVS
-35.6%
+14.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.5% |
| 7D | -11.5% | -4.3% | -7.2% | -10.6% |
| 30D | -7.6% | -6.8% | -0.7% | -6.1% |
| 3M | -11.4% | -15.6% | +4.3% | -8.7% |
| 6M | -24.5% | -20.6% | -3.9% | -21.4% |
| YTD | -22.9% | -33.4% | +10.5% | -18.2% |
| All | -21.0% | -35.6% | +14.6% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling