-0.7%
MDLN vs MOD
-22.9%
+22.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +3.3% |
| 7D | +21.1% | -13.9% | +35.0% | +20.0% |
| 30D | +12.3% | -41.5% | +53.8% | +12.0% |
| 3M | +15.6% | -45.7% | +61.3% | +15.3% |
| 6M | +3.0% | -61.1% | +64.1% | +2.8% |
| YTD | -3.1% | -20.5% | +17.4% | +2.3% |
| All | -0.7% | -22.9% | +22.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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