-15.4%
MDLN vs RUN
-47.9%
+32.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -5.6% |
| 7D | -1.2% | +10.2% | -11.4% | -2.3% |
| 30D | -1.5% | -9.6% | +8.1% | -0.6% |
| 3M | +2.6% | -31.5% | +34.1% | +5.4% |
| 6M | -20.9% | -18.7% | -2.2% | -20.2% |
| YTD | -17.4% | -49.9% | +32.5% | -13.8% |
| All | -15.4% | -47.9% | +32.5% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling