-20.7%
MDLN vs SITM
+74.0%
-94.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.4% |
| 7D | -11.1% | +3.9% | -14.9% | -11.1% |
| 30D | -8.4% | -6.6% | -1.8% | -8.4% |
| 3M | -12.4% | -11.9% | -0.5% | -11.6% |
| 6M | -23.3% | +81.1% | -104.4% | -28.6% |
| YTD | -22.5% | +80.0% | -102.5% | -29.3% |
| All | -20.7% | +74.0% | -94.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling