-20.7%
MDLN vs TLN
-17.1%
-3.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | -11.1% | -1.3% | -9.8% | -11.2% |
| 30D | -8.4% | -14.3% | +6.0% | -9.4% |
| 3M | -12.4% | -9.3% | -3.1% | -13.2% |
| 6M | -23.3% | -1.1% | -22.2% | -23.5% |
| YTD | -22.5% | -16.6% | -6.0% | -23.8% |
| All | -20.7% | -17.1% | -3.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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