-10.8%
MDLN vs REPL
+56.7%
-67.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +3.7% | -3.0% | +6.7% | +3.7% |
| 30D | -0.2% | +27.1% | -27.3% | +0.3% |
| 3M | +6.2% | +52.4% | -46.2% | +7.4% |
| 6M | -14.7% | +107.4% | -122.1% | -9.0% |
| YTD | -12.9% | +54.7% | -67.6% | +0.7% |
| All | -10.8% | +56.7% | -67.4% | +2.9% |
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