-20.7%
MDLN vs SPYG
+14.3%
-35.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -11.1% | -0.9% | -10.2% | -10.9% |
| 30D | -8.4% | -1.5% | -6.9% | -8.0% |
| 3M | -12.4% | +3.7% | -16.1% | -13.0% |
| 6M | -23.3% | +16.4% | -39.7% | -28.9% |
| YTD | -22.5% | +13.3% | -35.9% | -27.4% |
| All | -20.7% | +14.3% | -35.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling