-21.0%
MDLN vs SPG
+15.6%
-36.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -11.5% | -2.2% | -9.3% | -10.3% |
| 30D | -7.6% | -5.8% | -1.8% | -4.2% |
| 3M | -11.4% | -2.8% | -8.6% | -8.8% |
| 6M | -24.5% | +8.9% | -33.3% | -27.4% |
| YTD | -22.9% | +14.3% | -37.2% | -27.0% |
| All | -21.0% | +15.6% | -36.6% | -25.7% |
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