-20.7%
MDLN vs S
+34.0%
-54.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -11.1% | -0.7% | -10.4% | -11.1% |
| 30D | -8.4% | -11.4% | +3.1% | -7.8% |
| 3M | -12.4% | +33.8% | -46.2% | -13.9% |
| 6M | -23.3% | +39.5% | -62.7% | -25.6% |
| YTD | -22.5% | +31.7% | -54.2% | -23.9% |
| All | -20.7% | +34.0% | -54.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling