-1.6%
MDLN vs SM
+72.8%
-74.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -15.3% | +33.7% | +15.3% |
| 7D | +24.7% | -21.5% | +46.1% | +20.6% |
| 30D | +12.7% | -11.4% | +24.1% | +10.3% |
| 3M | -4.0% | +0.6% | -4.6% | -5.5% |
| 6M | -8.7% | +0.2% | -8.9% | -9.7% |
| YTD | -3.9% | +69.7% | -73.6% | -7.0% |
| All | -1.6% | +72.8% | -74.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling