-20.7%
MDLN vs UL
-2.0%
-18.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -11.1% | -3.4% | -7.7% | -9.9% |
| 30D | -8.4% | +0.5% | -8.9% | -8.4% |
| 3M | -12.4% | +7.2% | -19.6% | -14.2% |
| 6M | -23.3% | -3.1% | -20.2% | -21.9% |
| YTD | -22.5% | -2.7% | -19.8% | -24.1% |
| All | -20.7% | -2.0% | -18.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling