-10.8%
MDLN vs S
+34.9%
-45.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +3.7% | -7.7% | +11.4% | +4.1% |
| 30D | -0.2% | -5.3% | +5.1% | -0.1% |
| 3M | +6.2% | +20.3% | -14.1% | +4.6% |
| 6M | -14.7% | +47.4% | -62.0% | -17.3% |
| YTD | -12.9% | +32.5% | -45.4% | -14.4% |
| All | -10.8% | +34.9% | -45.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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