-17.0%
MDLN vs TPR
-7.4%
-9.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.4% |
| 7D | -6.2% | -7.3% | +1.1% | -5.3% |
| 30D | +0.7% | -30.7% | +31.4% | +4.9% |
| 3M | -5.4% | -21.6% | +16.2% | -4.1% |
| 6M | -21.6% | -21.3% | -0.2% | -20.7% |
| YTD | -18.9% | -10.2% | -8.8% | -19.4% |
| All | -17.0% | -7.4% | -9.5% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling