-51.3%
MP vs MDLN
-7.9%
-43.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +4.9% |
| 7D | -10.5% | +23.4% | -33.9% | -7.8% |
| 30D | -23.5% | +11.8% | -35.4% | -21.7% |
| 3M | -25.4% | +14.9% | -40.3% | -24.1% |
| 6M | -51.3% | -5.6% | -45.6% | -52.4% |
| All | -51.3% | -7.9% | -43.3% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling