-21.0%
MDLN vs STLA
-54.8%
+33.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -11.5% | -3.8% | -7.7% | -11.4% |
| 30D | -7.6% | -3.1% | -4.4% | -7.5% |
| 3M | -11.4% | -19.6% | +8.3% | -11.8% |
| 6M | -24.5% | -23.5% | -1.0% | -24.5% |
| YTD | -22.9% | -51.5% | +28.6% | -30.8% |
| All | -21.0% | -54.8% | +33.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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