-3.7%
MDLN vs SN
+98.8%
-102.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | -0.4% | +1.5% | -2.0% | -0.8% |
| 30D | +9.9% | +21.5% | -11.7% | +5.1% |
| 3M | +10.9% | +20.0% | -9.1% | +6.0% |
| 6M | +2.0% | +119.9% | -118.0% | -17.1% |
| YTD | -6.0% | +102.3% | -108.3% | -22.0% |
| All | -3.7% | +98.8% | -102.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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