-15.4%
MDLN vs USFR
+2.8%
-18.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -4.8% |
| 7D | -1.2% | +0.1% | -1.3% | -0.7% |
| 30D | -1.5% | +0.3% | -1.9% | +1.0% |
| 3M | +2.6% | +1.0% | +1.7% | +7.0% |
| 6M | -20.9% | +1.9% | -22.8% | -21.8% |
| YTD | -17.4% | +2.7% | -20.1% | -22.1% |
| All | -15.4% | +2.8% | -18.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling