-17.0%
MDLN vs RNG
+134.3%
-151.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | -6.2% | -4.1% | -2.1% | -5.7% |
| 30D | +0.7% | +8.6% | -7.9% | -0.3% |
| 3M | -5.4% | +78.0% | -83.4% | -11.8% |
| 6M | -21.6% | +67.0% | -88.6% | -26.7% |
| YTD | -18.9% | +142.4% | -161.4% | -27.9% |
| All | -17.0% | +134.3% | -151.3% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling