-20.7%
MDLN vs Z
-53.5%
+32.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.5% |
| 7D | -11.1% | -6.0% | -5.1% | -9.8% |
| 30D | -8.4% | -2.3% | -6.1% | -8.0% |
| 3M | -12.4% | -0.6% | -11.8% | -12.3% |
| 6M | -23.3% | -27.6% | +4.4% | -19.6% |
| YTD | -22.5% | -52.4% | +29.8% | -11.1% |
| All | -20.7% | -53.5% | +32.8% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling