-10.8%
MDLN vs RUN
-49.7%
+39.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.7% | +1.3% | +2.5% | +3.5% |
| 30D | -0.2% | -15.3% | +15.0% | +1.4% |
| 3M | +6.2% | -40.0% | +46.2% | +10.6% |
| 6M | -14.7% | -27.0% | +12.3% | -13.0% |
| YTD | -12.9% | -51.7% | +38.8% | -8.7% |
| All | -10.8% | -49.7% | +39.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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