-20.7%
MDLN vs XRT
-2.6%
-18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | -11.1% | -3.2% | -7.9% | -8.9% |
| 30D | -8.4% | -4.5% | -3.9% | -5.3% |
| 3M | -12.4% | -3.1% | -9.3% | -9.7% |
| 6M | -23.3% | +4.2% | -27.5% | -24.0% |
| YTD | -22.5% | -0.1% | -22.4% | -21.5% |
| All | -20.7% | -2.6% | -18.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling