+2.8%
MDLN vs SN
+99.2%
-96.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +4.5% | +3.5% | +1.0% | +3.6% |
| 30D | +17.9% | +19.4% | -1.6% | +13.2% |
| 3M | +20.3% | +20.9% | -0.6% | +14.7% |
| 6M | +7.4% | +111.1% | -103.7% | -11.6% |
| YTD | +0.4% | +102.8% | -102.4% | -16.7% |
| All | +2.8% | +99.2% | -96.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling