-1.6%
MDLN vs QS
-61.4%
+59.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +7.5% | +10.8% | +17.9% |
| 7D | +24.7% | +4.5% | +20.2% | +24.3% |
| 30D | +12.7% | -4.1% | +16.8% | +12.6% |
| 3M | -4.0% | -22.1% | +18.1% | -3.7% |
| 6M | -8.7% | -38.4% | +29.7% | -8.4% |
| YTD | -3.9% | -57.5% | +53.6% | -4.2% |
| All | -1.6% | -61.4% | +59.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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