-21.6%
MDLN vs RUN
-21.1%
-0.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.7% | -1.2% |
| 7D | -6.2% | -1.8% | -4.4% | -6.0% |
| 30D | +0.7% | -10.8% | +11.6% | +2.1% |
| 3M | -5.4% | -30.2% | +24.7% | -3.2% |
| 6M | -21.6% | -22.3% | +0.8% | -21.6% |
| All | -21.6% | -21.1% | -0.5% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling