-17.0%
MDLN vs Z
-54.0%
+37.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -6.2% | -7.1% | +0.9% | -4.6% |
| 30D | +0.7% | -4.8% | +5.5% | +1.7% |
| 3M | -5.4% | -9.3% | +3.9% | -4.2% |
| 6M | -21.6% | -29.0% | +7.4% | -17.6% |
| YTD | -18.9% | -52.9% | +34.0% | -6.7% |
| All | -17.0% | -54.0% | +37.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling