-21.0%
MDLN vs SPY
+12.4%
-33.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.5% |
| 7D | -11.5% | -2.0% | -9.5% | -10.3% |
| 30D | -7.6% | -1.7% | -5.9% | -6.5% |
| 3M | -11.4% | +4.7% | -16.1% | -12.9% |
| 6M | -24.5% | +12.5% | -37.0% | -30.6% |
| YTD | -22.9% | +11.7% | -34.6% | -28.5% |
| All | -21.0% | +12.4% | -33.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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