-21.0%
MDLN vs NI
+1.5%
-22.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -11.5% | -0.6% | -10.9% | -11.3% |
| 30D | -7.6% | -1.4% | -6.2% | -7.1% |
| 3M | -11.4% | -10.6% | -0.8% | -8.3% |
| 6M | -24.5% | -9.9% | -14.6% | -20.7% |
| YTD | -22.9% | +1.2% | -24.0% | -16.3% |
| All | -21.0% | +1.5% | -22.5% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling