+6.4%
MP vs MDLN
-0.9%
+7.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +8.3% | -1.5% | +9.9% | +8.0% |
| 3M | -3.8% | +2.6% | -6.5% | -5.5% |
| 6M | -4.9% | -20.9% | +15.9% | -1.7% |
| YTD | +9.6% | -17.4% | +27.0% | +10.9% |
| All | +6.4% | -0.9% | +7.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling