-20.7%
MDLN vs NTRA
+44.4%
-65.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -11.1% | +0.2% | -11.3% | -11.1% |
| 30D | -8.4% | +4.1% | -12.5% | -9.2% |
| 3M | -12.4% | +50.0% | -62.4% | -20.2% |
| 6M | -23.3% | +67.3% | -90.6% | -32.0% |
| YTD | -22.5% | +43.6% | -66.1% | -30.7% |
| All | -20.7% | +44.4% | -65.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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