-20.7%
MDLN vs NI
+1.5%
-22.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -11.1% | 0.0% | -11.1% | -11.1% |
| 30D | -8.4% | -1.4% | -7.0% | -7.9% |
| 3M | -12.4% | -10.6% | -1.8% | -9.4% |
| 6M | -23.3% | -9.3% | -13.9% | -19.3% |
| YTD | -22.5% | +1.1% | -23.7% | -15.9% |
| All | -20.7% | +1.5% | -22.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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