-15.4%
MDLN vs SUI
-1.5%
-13.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.3% |
| 7D | -1.2% | -3.1% | +1.9% | +0.6% |
| 30D | -1.5% | -2.3% | +0.8% | -0.2% |
| 3M | +2.6% | -2.8% | +5.5% | +4.2% |
| 6M | -20.9% | -12.4% | -8.5% | -17.0% |
| YTD | -17.4% | -3.3% | -14.1% | -17.0% |
| All | -15.4% | -1.5% | -13.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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