-32.6%
SE vs MDLN
+15.3%
-47.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +18.4% | -13.9% | +1.0% |
| 7D | +6.7% | +24.7% | -18.0% | +2.1% |
| 30D | -17.2% | +12.7% | -29.9% | -19.3% |
| 3M | -28.0% | -4.0% | -24.0% | -29.1% |
| 6M | -6.1% | -8.7% | +2.6% | -6.9% |
| YTD | -37.1% | -3.9% | -33.2% | -35.4% |
| All | -32.6% | +15.3% | -47.9% | -30.0% |
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