-21.0%
MDLN vs MTB
+19.1%
-40.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.1% |
| 7D | -11.5% | -0.4% | -11.0% | -11.3% |
| 30D | -7.6% | -4.6% | -3.0% | -5.8% |
| 3M | -11.4% | +7.4% | -18.8% | -12.1% |
| 6M | -24.5% | +18.7% | -43.1% | -26.6% |
| YTD | -22.9% | +21.1% | -44.0% | -23.3% |
| All | -21.0% | +19.1% | -40.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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