-1.6%
MDLN vs RRX
+20.7%
-22.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -3.6% | +22.0% | +18.8% |
| 7D | +24.7% | +7.6% | +17.0% | +23.1% |
| 30D | +12.7% | +7.5% | +5.2% | +11.2% |
| 3M | -4.0% | -21.0% | +17.0% | -1.0% |
| 6M | -8.7% | -18.1% | +9.4% | -6.5% |
| YTD | -3.9% | +24.3% | -28.2% | -2.1% |
| All | -1.6% | +20.7% | -22.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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