+5.6%
MSFT vs MDLN
+4.5%
+1.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +3.7% | -6.4% | -2.9% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | +17.0% | +6.2% | +10.7% | +17.0% |
| 6M | +23.8% | -14.7% | +38.5% | +25.0% |
| YTD | +4.0% | -12.9% | +16.9% | +4.0% |
| All | +5.6% | +4.5% | +1.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling