-41.7%
ROL vs MDLN
-7.1%
-34.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -3.2% | -11.1% | +7.9% | -1.8% |
| 30D | -4.9% | -8.4% | +3.5% | -4.0% |
| 3M | -25.8% | -12.4% | -13.4% | -25.2% |
| 6M | -37.6% | -23.3% | -14.3% | -36.1% |
| YTD | -41.5% | -22.5% | -18.9% | -39.8% |
| All | -41.7% | -7.1% | -34.6% | -40.2% |
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