-21.0%
MDLN vs XME
+13.4%
-34.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.8% |
| 7D | -11.5% | -3.0% | -8.4% | -11.4% |
| 30D | -7.6% | -2.6% | -5.0% | -7.6% |
| 3M | -11.4% | +2.2% | -13.5% | -10.8% |
| 6M | -24.5% | +0.7% | -25.2% | -24.6% |
| YTD | -22.9% | +10.9% | -33.8% | -24.4% |
| All | -21.0% | +13.4% | -34.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling