-15.4%
MDLN vs RF
+12.1%
-27.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.8% |
| 7D | -1.2% | +2.7% | -3.9% | -2.1% |
| 30D | -1.5% | -3.4% | +1.8% | -0.4% |
| 3M | +2.6% | +6.4% | -3.7% | +2.6% |
| 6M | -20.9% | +13.4% | -34.3% | -22.1% |
| YTD | -17.4% | +14.2% | -31.6% | -13.9% |
| All | -15.4% | +12.1% | -27.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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