-21.0%
MDLN vs P
+36.3%
-57.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -5.0% |
| 7D | -11.5% | -4.1% | -7.4% | -11.6% |
| 30D | -7.6% | -14.0% | +6.4% | -8.1% |
| 3M | -11.4% | +41.4% | -52.8% | -9.6% |
| 6M | -24.5% | +54.2% | -78.6% | -23.8% |
| YTD | -22.9% | +40.4% | -63.3% | -22.6% |
| All | -21.0% | +36.3% | -57.3% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling