-1.6%
MDLN vs REPL
+115.5%
-117.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.2% | +18.2% | +18.4% |
| 7D | +24.7% | +28.8% | -4.2% | +25.0% |
| 30D | +12.7% | +57.3% | -44.6% | +13.4% |
| 3M | -4.0% | +73.6% | -77.6% | -3.2% |
| 6M | -8.7% | +582.8% | -591.5% | -3.7% |
| YTD | -3.9% | +112.9% | -116.8% | +11.5% |
| All | -1.6% | +115.5% | -117.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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