-10.8%
MDLN vs TDY
+21.0%
-31.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.7% | -1.8% | +5.5% | +4.1% |
| 30D | -0.2% | -10.7% | +10.5% | +1.9% |
| 3M | +6.2% | -1.3% | +7.5% | +6.4% |
| 6M | -14.7% | -10.6% | -4.1% | -14.6% |
| YTD | -12.9% | +19.6% | -32.4% | -16.2% |
| All | -10.8% | +21.0% | -31.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling