-21.0%
MDLN vs SM
+112.4%
-133.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.8% |
| 7D | -11.5% | +2.1% | -13.6% | -11.3% |
| 30D | -7.6% | +18.1% | -25.7% | -6.6% |
| 3M | -11.4% | +17.0% | -28.3% | -10.0% |
| 6M | -24.5% | +55.4% | -79.9% | -23.7% |
| YTD | -22.9% | +108.6% | -131.4% | -23.2% |
| All | -21.0% | +112.4% | -133.4% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling