-3.0%
MDLN vs TDY
+17.3%
-20.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.2% |
| 7D | +24.2% | -12.7% | +36.9% | +25.2% |
| 30D | +11.8% | -4.9% | +16.7% | +10.8% |
| 3M | +8.4% | -13.5% | +21.9% | +9.3% |
| 6M | -12.3% | -6.4% | -5.9% | -12.9% |
| YTD | -5.3% | +15.9% | -21.2% | -10.1% |
| All | -3.0% | +17.3% | -20.3% | -8.6% |
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