-1.6%
MDLN vs M
+13.5%
-15.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +7.6% | +10.7% | +16.0% |
| 7D | +24.7% | +8.3% | +16.4% | +22.0% |
| 30D | +12.7% | +14.2% | -1.5% | +8.9% |
| 3M | -4.0% | -1.1% | -2.9% | -4.6% |
| 6M | -8.7% | +36.6% | -45.3% | -14.1% |
| YTD | -3.9% | +19.8% | -23.7% | -9.5% |
| All | -1.6% | +13.5% | -15.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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