-20.7%
MDLN vs TPR
-3.5%
-17.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.2% |
| 7D | -11.1% | -3.0% | -8.1% | -10.7% |
| 30D | -8.4% | -22.6% | +14.3% | -6.0% |
| 3M | -12.4% | -18.2% | +5.8% | -11.6% |
| 6M | -23.3% | -18.0% | -5.3% | -22.9% |
| YTD | -22.5% | -6.4% | -16.2% | -23.4% |
| All | -20.7% | -3.5% | -17.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling