+131.6%
MPC vs MDLN
-2.7%
+134.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.3% |
| 7D | +3.2% | -6.2% | +9.4% | +2.8% |
| 30D | +25.0% | +0.7% | +24.3% | +25.1% |
| 3M | +55.2% | -5.4% | +60.6% | +56.0% |
| 6M | +86.4% | -21.6% | +108.0% | +84.6% |
| YTD | +148.5% | -18.9% | +167.4% | +147.4% |
| All | +131.6% | -2.7% | +134.3% | +131.0% |
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 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