-17.0%
MDLN vs SN
+48.6%
-65.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.2% |
| 7D | -6.2% | -3.4% | -2.8% | -5.6% |
| 30D | +0.7% | -9.1% | +9.8% | +2.4% |
| 3M | -5.4% | +31.8% | -37.2% | -13.1% |
| 6M | -21.6% | +52.0% | -73.6% | -30.1% |
| YTD | -18.9% | +51.3% | -70.2% | -28.2% |
| All | -17.0% | +48.6% | -65.6% | -26.2% |
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