-1.6%
MDLN vs RNG
+162.3%
-163.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.6% | +18.4% |
| 7D | +24.7% | -9.6% | +34.2% | +26.1% |
| 30D | +12.7% | -1.4% | +14.1% | +12.7% |
| 3M | -4.0% | +28.8% | -32.8% | -7.2% |
| 6M | -8.7% | +65.6% | -74.3% | -14.8% |
| YTD | -3.9% | +171.4% | -175.3% | -16.0% |
| All | -1.6% | +162.3% | -163.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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