-20.7%
MDLN vs TDY
+19.7%
-40.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -11.1% | -1.1% | -10.0% | -10.9% |
| 30D | -8.4% | -12.0% | +3.7% | -6.2% |
| 3M | -12.4% | -3.2% | -9.2% | -11.9% |
| 6M | -23.3% | -7.9% | -15.4% | -22.9% |
| YTD | -22.5% | +18.2% | -40.8% | -25.3% |
| All | -20.7% | +19.7% | -40.3% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling