-3.7%
MDLN vs SITM
-12.3%
+8.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.0% | -5.4% |
| 7D | -1.2% | +8.4% | -9.6% | -0.5% |
| 30D | -1.5% | -17.4% | +15.9% | -3.4% |
| All | -3.7% | -12.3% | +8.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3mo: compounded portfolio wealth divided by compounded SITM 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…
3mo analysis · Full analysis span regression · Available span rolling