-17.0%
MDLN vs M
-5.8%
-11.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.0% |
| 7D | -6.2% | -4.1% | -2.1% | -5.3% |
| 30D | +0.7% | -13.6% | +14.3% | +3.7% |
| 3M | -5.4% | -2.3% | -3.2% | -4.6% |
| 6M | -21.6% | +21.9% | -43.5% | -23.6% |
| YTD | -18.9% | -0.6% | -18.3% | -20.0% |
| All | -17.0% | -5.8% | -11.1% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling