-1.6%
MDLN vs XHB
+3.0%
-4.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.4% | +12.9% | +16.0% |
| 7D | +24.7% | +9.7% | +14.9% | +20.5% |
| 30D | +12.7% | +11.7% | +1.1% | +8.3% |
| 3M | -4.0% | -1.4% | -2.7% | -4.3% |
| 6M | -8.7% | +6.8% | -15.5% | -10.0% |
| YTD | -3.9% | +5.5% | -9.4% | -2.2% |
| All | -1.6% | +3.0% | -4.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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