-21.0%
MDLN vs URI
+21.0%
-42.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.6% |
| 7D | -11.5% | -0.5% | -11.0% | -11.4% |
| 30D | -7.6% | -13.4% | +5.8% | -6.6% |
| 3M | -11.4% | -6.2% | -5.2% | -11.0% |
| 6M | -24.5% | +28.0% | -52.4% | -25.5% |
| YTD | -22.9% | +23.0% | -45.8% | -18.7% |
| All | -21.0% | +21.0% | -42.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling