-5.2%
MDT vs MDLN
-7.1%
+1.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -3.4% | -11.1% | +7.7% | -1.7% |
| 30D | +0.2% | -8.4% | +8.6% | +1.5% |
| 3M | +14.3% | -12.4% | +26.6% | +16.6% |
| 6M | +4.0% | -23.3% | +27.3% | +7.0% |
| YTD | -3.7% | -22.5% | +18.9% | -0.6% |
| All | -5.2% | -7.1% | +1.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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