-10.8%
MDLN vs RRX
+13.1%
-23.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.7% | +3.4% | +0.3% | +3.2% |
| 30D | -0.2% | -11.1% | +10.9% | +1.5% |
| 3M | +6.2% | -23.7% | +29.9% | +10.3% |
| 6M | -14.7% | -22.0% | +7.3% | -12.1% |
| YTD | -12.9% | +16.5% | -29.4% | -10.1% |
| All | -10.8% | +13.1% | -23.9% | -7.9% |
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