-21.0%
MDLN vs STT
+52.3%
-73.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | -11.5% | -1.4% | -10.1% | -11.4% |
| 30D | -7.6% | +2.2% | -9.7% | -7.7% |
| 3M | -11.4% | +18.8% | -30.2% | -11.6% |
| 6M | -24.5% | +57.9% | -82.4% | -26.2% |
| YTD | -22.9% | +51.0% | -73.9% | -23.8% |
| All | -21.0% | +52.3% | -73.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling