-10.7%
SE vs MDLN
-7.1%
-3.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -5.2% | -11.1% | +5.9% | -3.4% |
| 30D | -17.1% | -8.4% | -8.7% | -15.9% |
| 3M | +24.0% | -12.4% | +36.4% | +25.2% |
| 6M | +21.0% | -23.3% | +44.2% | +23.6% |
| YTD | -16.7% | -22.5% | +5.8% | -10.7% |
| All | -10.7% | -7.1% | -3.6% | -3.2% |
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