-17.0%
MDLN vs MKC
-22.8%
+5.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.2% | -4.3% | -1.9% | -5.4% |
| 30D | +0.7% | -3.1% | +3.8% | +1.2% |
| 3M | -5.4% | +6.8% | -12.3% | -6.6% |
| 6M | -21.6% | -18.3% | -3.2% | -22.5% |
| YTD | -18.9% | -23.1% | +4.1% | -20.8% |
| All | -17.0% | -22.8% | +5.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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