-20.7%
MDLN vs ROP
-11.6%
-9.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -11.1% | -4.6% | -6.5% | -9.6% |
| 30D | -8.4% | -1.7% | -6.7% | -7.9% |
| 3M | -12.4% | +17.1% | -29.5% | -16.7% |
| 6M | -23.3% | +10.9% | -34.1% | -26.1% |
| YTD | -22.5% | -12.1% | -10.5% | -22.0% |
| All | -20.7% | -11.6% | -9.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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