-21.0%
MDLN vs VMC
-13.2%
-7.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | -11.5% | -3.7% | -7.8% | -10.4% |
| 30D | -7.6% | -12.8% | +5.2% | -3.8% |
| 3M | -11.4% | -7.9% | -3.4% | -8.4% |
| 6M | -24.5% | -7.5% | -17.0% | -21.6% |
| YTD | -22.9% | -11.6% | -11.2% | -18.6% |
| All | -21.0% | -13.2% | -7.8% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling