-17.0%
MDLN vs SITM
+61.4%
-78.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -6.2% | +3.7% | -9.9% | -6.2% |
| 30D | +0.7% | -14.5% | +15.2% | +0.7% |
| 3M | -5.4% | -10.6% | +5.1% | -5.1% |
| 6M | -21.6% | +65.5% | -87.1% | -26.9% |
| YTD | -18.9% | +67.0% | -85.9% | -26.0% |
| All | -17.0% | +61.4% | -78.4% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling