-3.0%
MDLN vs LYV
+31.6%
-34.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +24.2% | +1.9% | +22.3% | +23.7% |
| 30D | +11.8% | +5.5% | +6.3% | +10.5% |
| 3M | +8.4% | -1.2% | +9.7% | +8.6% |
| 6M | -12.3% | +15.3% | -27.5% | -13.4% |
| YTD | -5.3% | +27.2% | -32.5% | -6.1% |
| All | -3.0% | +31.6% | -34.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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