-21.0%
MDLN vs S
+34.4%
-55.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.0% |
| 7D | -11.5% | +0.1% | -11.5% | -11.5% |
| 30D | -7.6% | -11.8% | +4.2% | -7.0% |
| 3M | -11.4% | +33.9% | -45.3% | -12.9% |
| 6M | -24.5% | +40.1% | -64.6% | -26.8% |
| YTD | -22.9% | +32.1% | -54.9% | -24.2% |
| All | -21.0% | +34.4% | -55.4% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling