-20.7%
MDLN vs XHB
-6.2%
-14.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -11.1% | -4.6% | -6.5% | -9.7% |
| 30D | -8.4% | -9.1% | +0.8% | -5.7% |
| 3M | -12.4% | -8.6% | -3.8% | -10.0% |
| 6M | -23.3% | -4.0% | -19.2% | -22.1% |
| YTD | -22.5% | -3.9% | -18.6% | -18.4% |
| All | -20.7% | -6.2% | -14.5% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling