-17.0%
MDLN vs SPG
+15.5%
-32.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.4% |
| 7D | -6.2% | -1.7% | -4.5% | -5.3% |
| 30D | +0.7% | -6.3% | +7.0% | +4.8% |
| 3M | -5.4% | -2.4% | -3.0% | -2.9% |
| 6M | -21.6% | +9.6% | -31.2% | -24.8% |
| YTD | -18.9% | +14.2% | -33.1% | -23.3% |
| All | -17.0% | +15.5% | -32.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling