-10.8%
MDLN vs P
+44.2%
-54.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | +3.7% | +6.5% | -2.8% | +4.0% |
| 30D | -0.2% | +18.8% | -19.0% | +1.0% |
| 3M | +6.2% | +26.7% | -20.5% | +8.4% |
| 6M | -14.7% | +62.2% | -76.8% | -13.7% |
| YTD | -12.9% | +48.5% | -61.4% | -12.3% |
| All | -10.8% | +44.2% | -54.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling