-10.8%
MDLN vs RNG
+146.9%
-157.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | +3.7% | +5.8% | -2.1% | +3.0% |
| 30D | -0.2% | +19.6% | -19.8% | -2.4% |
| 3M | +6.2% | +67.0% | -60.8% | -0.6% |
| 6M | -14.7% | +88.4% | -103.0% | -21.3% |
| YTD | -12.9% | +155.5% | -168.4% | -23.1% |
| All | -10.8% | +146.9% | -157.7% | -21.1% |
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