-10.8%
MDLN vs Z
-50.5%
+39.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +3.7% | -3.0% | +6.7% | +4.4% |
| 30D | -0.2% | -4.2% | +4.0% | +0.6% |
| 3M | +6.2% | -3.7% | +9.9% | +6.0% |
| 6M | -14.7% | -24.5% | +9.8% | -11.7% |
| YTD | -12.9% | -49.3% | +36.4% | -1.4% |
| All | -10.8% | -50.5% | +39.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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