-10.8%
MDLN vs SM
+102.7%
-113.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -0.2% | +26.3% | -26.5% | +1.0% |
| 3M | +6.2% | +8.7% | -2.5% | +7.4% |
| 6M | -14.7% | +51.7% | -66.3% | -14.1% |
| YTD | -12.9% | +99.0% | -111.9% | -13.6% |
| All | -10.8% | +102.7% | -113.4% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling