-10.8%
MDLN vs SPXS
-30.8%
+20.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.3% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | -0.2% | +0.8% | -1.0% | 0.0% |
| 3M | +6.2% | -4.7% | +10.9% | +6.2% |
| 6M | -14.7% | -29.6% | +15.0% | -20.9% |
| YTD | -12.9% | -29.8% | +16.9% | -18.7% |
| All | -10.8% | -30.8% | +20.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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