-1.6%
MDLN vs VFC
+11.9%
-13.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.4% | +13.9% | +17.0% |
| 7D | +24.7% | +21.5% | +3.2% | +18.6% |
| 30D | +12.7% | +46.7% | -34.0% | +2.0% |
| 3M | -4.0% | +38.4% | -42.4% | -12.2% |
| 6M | -8.7% | +15.2% | -23.9% | -14.1% |
| YTD | -3.9% | +17.8% | -21.7% | -8.8% |
| All | -1.6% | +11.9% | -13.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling