-4.9%
META vs MDLN
+4.5%
-9.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +3.7% | +3.0% | +6.1% |
| 30D | +4.8% | -0.2% | +5.0% | +4.6% |
| 3M | -1.6% | +6.2% | -7.8% | -2.2% |
| 6M | -7.5% | -14.7% | +7.2% | -7.1% |
| YTD | -6.4% | -12.9% | +6.5% | -5.5% |
| All | -4.9% | +4.5% | -9.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling