-15.4%
MDLN vs TLN
-13.6%
-1.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.0% |
| 7D | -1.2% | +10.9% | -12.1% | -0.5% |
| 30D | -1.5% | -6.3% | +4.8% | -1.9% |
| 3M | +2.6% | -10.7% | +13.3% | +1.6% |
| 6M | -20.9% | +1.6% | -22.5% | -20.9% |
| YTD | -17.4% | -13.1% | -4.3% | -18.5% |
| All | -15.4% | -13.6% | -1.8% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling