-10.8%
MDLN vs TXG
+298.8%
-309.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.7% | +1.8% | +1.9% | +3.6% |
| 30D | -0.2% | +32.0% | -32.2% | -2.4% |
| 3M | +6.2% | +87.0% | -80.8% | +0.2% |
| 6M | -14.7% | +180.1% | -194.7% | -22.9% |
| YTD | -12.9% | +284.1% | -297.0% | -14.0% |
| All | -10.8% | +298.8% | -309.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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