-17.0%
MDLN vs S
+31.9%
-48.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.2% | -1.2% | -5.0% | -6.1% |
| 30D | +0.7% | -12.6% | +13.3% | +1.4% |
| 3M | -5.4% | +27.6% | -33.0% | -7.0% |
| 6M | -21.6% | +35.5% | -57.0% | -23.9% |
| YTD | -18.9% | +29.6% | -48.5% | -20.2% |
| All | -17.0% | +31.9% | -48.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling