+139.3%
MPC vs MDLN
+14.2%
+125.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.7% | +1.8% |
| 7D | +9.4% | +0.6% | +8.9% | +9.5% |
| 30D | -13.4% | +12.0% | -25.4% | -11.5% |
| 3M | +18.9% | +12.6% | +6.3% | +21.9% |
| 6M | +64.9% | +3.7% | +61.2% | +69.3% |
| YTD | +156.8% | -4.8% | +161.6% | +162.9% |
| All | +139.3% | +14.2% | +125.1% | +145.4% |
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 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