-20.7%
MDLN vs TNA
+34.8%
-55.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -11.1% | -7.3% | -3.8% | -9.9% |
| 30D | -8.4% | -14.2% | +5.8% | -5.9% |
| 3M | -12.4% | -4.6% | -7.8% | -11.3% |
| 6M | -23.3% | +36.9% | -60.2% | -26.9% |
| YTD | -22.5% | +42.5% | -65.1% | -24.0% |
| All | -20.7% | +34.8% | -55.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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