-1.6%
MDLN vs TRU
-1.4%
-0.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.6% | +13.8% | +17.3% |
| 7D | +24.7% | +10.5% | +14.1% | +22.3% |
| 30D | +12.7% | +28.7% | -16.0% | +7.5% |
| 3M | -4.0% | +0.7% | -4.7% | -4.5% |
| 6M | -8.7% | +19.3% | -28.0% | -10.8% |
| YTD | -3.9% | -3.7% | -0.2% | -8.4% |
| All | -1.6% | -1.4% | -0.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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