+126.0%
MPC vs MDLN
+16.3%
+109.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +4.9% |
| 7D | -9.4% | +21.1% | -30.5% | -6.8% |
| 30D | -14.3% | +12.3% | -26.6% | -12.3% |
| 3M | +31.1% | +15.6% | +15.5% | +34.7% |
| 6M | +60.3% | +3.0% | +57.3% | +64.3% |
| YTD | +142.5% | -3.1% | +145.6% | +148.8% |
| All | +126.0% | +16.3% | +109.7% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling