-21.0%
MDLN vs ROIV
+78.0%
-99.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.8% |
| 7D | -11.5% | +19.0% | -30.5% | -12.0% |
| 30D | -7.6% | +16.1% | -23.7% | -8.1% |
| 3M | -11.4% | +44.1% | -55.5% | -14.6% |
| 6M | -24.5% | +37.8% | -62.3% | -27.1% |
| YTD | -22.9% | +88.7% | -111.5% | -29.3% |
| All | -21.0% | +78.0% | -99.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling