-20.7%
MDLN vs VYM
+14.7%
-35.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.3% |
| 7D | -11.1% | -0.8% | -10.3% | -10.3% |
| 30D | -8.4% | -2.2% | -6.1% | -6.2% |
| 3M | -12.4% | +3.1% | -15.5% | -13.8% |
| 6M | -23.3% | +9.7% | -33.0% | -28.2% |
| YTD | -22.5% | +14.9% | -37.4% | -25.8% |
| All | -20.7% | +14.7% | -35.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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