-21.0%
MDLN vs Z
-55.3%
+34.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.2% |
| 7D | -11.5% | -11.6% | +0.1% | -8.9% |
| 30D | -7.6% | -8.5% | +0.9% | -5.7% |
| 3M | -11.4% | -7.9% | -3.5% | -10.0% |
| 6M | -24.5% | -29.1% | +4.6% | -20.3% |
| YTD | -22.9% | -54.2% | +31.3% | -10.6% |
| All | -21.0% | -55.3% | +34.3% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling