-1.6%
MDLN vs SPG
+29.1%
-30.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.9% | +15.5% | +16.4% |
| 7D | +24.7% | +8.2% | +16.5% | +19.3% |
| 30D | +12.7% | +13.5% | -0.7% | +4.9% |
| 3M | -4.0% | +2.2% | -6.3% | -4.7% |
| 6M | -8.7% | +15.9% | -24.6% | -14.7% |
| YTD | -3.9% | +27.6% | -31.5% | -14.6% |
| All | -1.6% | +29.1% | -30.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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