-15.4%
MDLN vs STT
+52.7%
-68.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -5.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.3% |
| 30D | -1.5% | +3.9% | -5.4% | -1.6% |
| 3M | +2.6% | +19.2% | -16.5% | +2.3% |
| 6M | -20.9% | +60.4% | -81.2% | -22.7% |
| YTD | -17.4% | +51.5% | -68.9% | -18.4% |
| All | -15.4% | +52.7% | -68.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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