-15.4%
MDLN vs RACE
+12.2%
-27.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -5.0% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | -1.5% | -1.5% | 0.0% | -1.3% |
| 3M | +2.6% | +15.5% | -12.8% | +1.1% |
| 6M | -20.9% | +17.3% | -38.1% | -22.8% |
| YTD | -17.4% | +11.1% | -28.5% | -19.8% |
| All | -15.4% | +12.2% | -27.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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