-0.2%
MDLN vs P
+47.8%
-48.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | +20.0% | -13.3% | +33.3% | +18.9% |
| 30D | +12.8% | -34.0% | +46.8% | +10.6% |
| 3M | +21.0% | +4.1% | +16.9% | +21.2% |
| 6M | +3.5% | +30.5% | -27.0% | +5.6% |
| YTD | -2.6% | +52.2% | -54.8% | -2.0% |
| All | -0.2% | +47.8% | -48.0% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling