-20.7%
MDLN vs QS
-54.0%
+33.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -11.1% | -3.6% | -7.4% | -11.0% |
| 30D | -8.4% | -17.2% | +8.9% | -8.1% |
| 3M | -12.4% | -27.0% | +14.6% | -12.5% |
| 6M | -23.3% | -24.6% | +1.3% | -23.7% |
| YTD | -22.5% | -49.3% | +26.8% | -22.8% |
| All | -20.7% | -54.0% | +33.4% | -20.8% |
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