-17.0%
MDLN vs SPXS
-28.6%
+11.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -1.5% |
| 7D | -6.2% | +1.2% | -7.4% | -5.9% |
| 30D | +0.7% | +5.2% | -4.5% | +1.8% |
| 3M | -5.4% | -9.2% | +3.7% | -6.2% |
| 6M | -21.6% | -29.6% | +8.0% | -27.2% |
| YTD | -18.9% | -27.6% | +8.7% | -23.9% |
| All | -17.0% | -28.6% | +11.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling