-20.7%
MDLN vs SPXS
-29.1%
+8.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.1% |
| 7D | -11.1% | +2.5% | -13.6% | -10.6% |
| 30D | -8.4% | +4.2% | -12.6% | -7.5% |
| 3M | -12.4% | -9.3% | -3.1% | -13.1% |
| 6M | -23.3% | -30.7% | +7.4% | -28.9% |
| YTD | -22.5% | -28.1% | +5.5% | -27.3% |
| All | -20.7% | -29.1% | +8.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling