-21.0%
MDLN vs THC
+34.6%
-55.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -11.5% | 0.0% | -11.5% | -11.4% |
| 30D | -7.6% | +1.5% | -9.1% | -7.8% |
| 3M | -11.4% | +59.9% | -71.3% | -16.1% |
| 6M | -24.5% | +11.0% | -35.4% | -29.5% |
| YTD | -22.9% | +32.6% | -55.5% | -26.8% |
| All | -21.0% | +34.6% | -55.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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