-17.0%
MDLN vs URI
+25.9%
-42.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -1.9% |
| 7D | -6.2% | +5.0% | -11.2% | -6.5% |
| 30D | +0.7% | -9.4% | +10.1% | +1.4% |
| 3M | -5.4% | -5.8% | +0.4% | -5.2% |
| 6M | -21.6% | +25.8% | -47.4% | -22.4% |
| YTD | -18.9% | +27.9% | -46.8% | -14.7% |
| All | -17.0% | +25.9% | -42.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling