-20.7%
MDLN vs MKTX
-7.7%
-12.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -8.4% | +0.7% | -9.1% | -8.4% |
| 3M | -12.4% | +40.8% | -53.2% | -13.4% |
| 6M | -23.3% | -8.0% | -15.3% | -25.8% |
| YTD | -22.5% | -8.7% | -13.8% | -24.2% |
| All | -20.7% | -7.7% | -12.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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