-20.7%
MDLN vs RRX
+12.7%
-33.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | -11.1% | -0.3% | -10.7% | -11.1% |
| 30D | -8.4% | -6.1% | -2.2% | -7.5% |
| 3M | -12.4% | -23.1% | +10.7% | -9.0% |
| 6M | -23.3% | -19.5% | -3.7% | -21.3% |
| YTD | -22.5% | +16.1% | -38.6% | -20.0% |
| All | -20.7% | +12.7% | -33.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling