-21.0%
MDLN vs UL
-2.6%
-18.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.4% |
| 7D | -11.5% | -4.1% | -7.4% | -10.1% |
| 30D | -7.6% | -1.2% | -6.4% | -7.0% |
| 3M | -11.4% | +6.0% | -17.3% | -12.9% |
| 6M | -24.5% | -5.5% | -19.0% | -22.1% |
| YTD | -22.9% | -3.3% | -19.6% | -24.3% |
| All | -21.0% | -2.6% | -18.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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