+43.5%
RIG vs MDLN
-7.1%
+50.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.7% |
| 7D | -3.1% | -11.1% | +8.0% | -4.4% |
| 30D | -0.5% | -8.4% | +7.8% | -1.4% |
| 3M | -6.0% | -12.4% | +6.4% | -6.5% |
| 6M | -10.1% | -23.3% | +13.1% | -12.1% |
| YTD | +37.3% | -22.5% | +59.8% | +37.8% |
| All | +43.5% | -7.1% | +50.6% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling