-20.7%
MDLN vs RNG
+131.9%
-152.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -11.1% | -6.1% | -5.0% | -10.4% |
| 30D | -8.4% | +9.6% | -18.0% | -9.4% |
| 3M | -12.4% | +83.3% | -95.7% | -18.4% |
| 6M | -23.3% | +77.9% | -101.2% | -28.7% |
| YTD | -22.5% | +139.9% | -162.5% | -31.1% |
| All | -20.7% | +131.9% | -152.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling