+22.5%
MO vs MDLN
-7.1%
+29.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +0.1% | -11.1% | +11.2% | +1.1% |
| 30D | +7.1% | -8.4% | +15.5% | +7.9% |
| 3M | -2.0% | -12.4% | +10.4% | -0.9% |
| 6M | +7.3% | -23.3% | +30.6% | +9.4% |
| YTD | +23.5% | -22.5% | +46.0% | +25.0% |
| All | +22.5% | -7.1% | +29.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling