-31.0%
MP vs MDLN
+15.3%
-46.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +18.4% | -23.4% | -4.4% |
| 7D | -12.5% | +24.7% | -37.2% | -12.0% |
| 30D | -23.3% | +12.7% | -36.0% | -22.6% |
| 3M | -24.4% | -4.0% | -20.3% | -24.7% |
| 6M | -45.8% | -8.7% | -37.1% | -43.9% |
| YTD | -28.9% | -3.9% | -25.0% | -27.6% |
| All | -31.0% | +15.3% | -46.3% | -30.0% |
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 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