-21.0%
MDLN vs SPMO
+24.9%
-45.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.8% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | -7.6% | -0.7% | -6.9% | -7.5% |
| 3M | -11.4% | +2.8% | -14.2% | -12.8% |
| 6M | -24.5% | +24.4% | -48.9% | -30.7% |
| YTD | -22.9% | +24.2% | -47.1% | -29.1% |
| All | -21.0% | +24.9% | -45.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 all: compounded portfolio wealth divided by compounded SPMO 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…
all analysis · Full analysis span regression · 6 months rolling