-17.0%
MDLN vs SPYG
+14.4%
-31.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | +0.7% | -1.7% | +2.4% | +1.1% |
| 3M | -5.4% | +3.6% | -9.1% | -6.1% |
| 6M | -21.6% | +16.6% | -38.2% | -27.4% |
| YTD | -18.9% | +13.4% | -32.3% | -24.0% |
| All | -17.0% | +14.4% | -31.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling