-3.0%
MDLN vs SNY
+4.0%
-7.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | +24.2% | +8.8% | +15.5% | +20.4% |
| 30D | +11.8% | +18.6% | -6.7% | +5.1% |
| 3M | +8.4% | +9.7% | -1.2% | +5.2% |
| 6M | -12.3% | +8.2% | -20.5% | -14.7% |
| YTD | -5.3% | +2.2% | -7.5% | -7.6% |
| All | -3.0% | +4.0% | -7.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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