-1.6%
MDLN vs SPYG
+11.9%
-13.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.3% | +17.1% | +18.0% |
| 7D | +24.7% | -2.8% | +27.4% | +25.5% |
| 30D | +12.7% | -6.2% | +18.9% | +14.6% |
| 3M | -4.0% | -3.6% | -0.4% | -3.2% |
| 6M | -8.7% | +4.8% | -13.5% | -10.2% |
| YTD | -3.9% | +11.0% | -14.9% | -9.5% |
| All | -1.6% | +11.9% | -13.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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