-17.0%
MDLN vs MTB
+18.6%
-35.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -6.2% | +1.1% | -7.3% | -6.6% |
| 30D | +0.7% | -4.6% | +5.3% | +2.7% |
| 3M | -5.4% | +6.3% | -11.7% | -6.0% |
| 6M | -21.6% | +15.6% | -37.2% | -23.4% |
| YTD | -18.9% | +20.6% | -39.5% | -19.3% |
| All | -17.0% | +18.6% | -35.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling