-15.4%
MDLN vs P
+46.5%
-61.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.1% |
| 7D | -1.2% | +7.8% | -9.0% | -0.8% |
| 30D | -1.5% | +12.3% | -13.8% | -0.7% |
| 3M | +2.6% | +37.1% | -34.5% | +4.8% |
| 6M | -20.9% | +66.1% | -86.9% | -19.9% |
| YTD | -17.4% | +50.9% | -68.3% | -16.8% |
| All | -15.4% | +46.5% | -61.9% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling