+38.0%
RIG vs MDLN
+15.3%
+22.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +18.4% | -26.0% | -3.6% |
| 7D | -18.8% | +24.7% | -43.4% | -14.3% |
| 30D | -1.1% | +12.7% | -13.8% | +2.8% |
| 3M | +4.4% | -4.0% | +8.4% | +7.1% |
| 6M | -20.8% | -8.7% | -12.1% | -18.3% |
| YTD | +32.0% | -3.9% | +35.9% | +39.7% |
| All | +38.0% | +15.3% | +22.7% | +46.4% |
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 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