-20.7%
MDLN vs TXG
+336.6%
-357.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.2% |
| 7D | -11.1% | +9.5% | -20.6% | -11.5% |
| 30D | -8.4% | +18.8% | -27.1% | -9.4% |
| 3M | -12.4% | +136.1% | -148.5% | -18.5% |
| 6M | -23.3% | +235.2% | -258.5% | -30.6% |
| YTD | -22.5% | +320.5% | -343.1% | -23.9% |
| All | -20.7% | +336.6% | -357.3% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling