-20.7%
MDLN vs VMC
-12.5%
-8.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -11.1% | -3.8% | -7.3% | -10.0% |
| 30D | -8.4% | -9.7% | +1.3% | -5.5% |
| 3M | -12.4% | -9.6% | -2.8% | -9.3% |
| 6M | -23.3% | -4.8% | -18.4% | -20.5% |
| YTD | -22.5% | -10.9% | -11.7% | -18.4% |
| All | -20.7% | -12.5% | -8.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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