-17.0%
MDLN vs URA
+10.6%
-27.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -6.2% | +5.7% | -11.9% | -6.3% |
| 30D | +0.7% | +5.6% | -4.9% | +0.6% |
| 3M | -5.4% | +6.2% | -11.7% | -5.4% |
| 6M | -21.6% | -8.2% | -13.3% | -21.5% |
| YTD | -18.9% | +9.7% | -28.6% | -16.6% |
| All | -17.0% | +10.6% | -27.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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