-1.6%
MDLN vs ROK
+12.1%
-13.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.6% | +18.9% | +18.4% |
| 7D | +24.7% | 0.0% | +24.6% | +24.6% |
| 30D | +12.7% | -2.5% | +15.2% | +13.0% |
| 3M | -4.0% | 0.0% | -4.0% | -4.2% |
| 6M | -8.7% | +11.6% | -20.3% | -11.8% |
| YTD | -3.9% | +15.2% | -19.1% | -5.0% |
| All | -1.6% | +12.1% | -13.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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