-21.0%
MDLN vs MCO
-4.3%
-16.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.3% |
| 7D | -11.5% | -7.3% | -4.2% | -8.9% |
| 30D | -7.6% | -1.7% | -5.9% | -6.9% |
| 3M | -11.4% | +3.9% | -15.3% | -11.9% |
| 6M | -24.5% | +3.8% | -28.3% | -25.0% |
| YTD | -22.9% | -7.9% | -15.0% | -22.7% |
| All | -21.0% | -4.3% | -16.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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