-9.5%
SE vs MDLN
-7.5%
-2.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.1% |
| 7D | -4.8% | -11.5% | +6.7% | -2.9% |
| 30D | -18.1% | -7.6% | -10.5% | -17.1% |
| 3M | +30.6% | -11.4% | +42.0% | +31.8% |
| 6M | +20.8% | -24.5% | +45.2% | +23.8% |
| YTD | -15.6% | -22.9% | +7.3% | -9.4% |
| All | -9.5% | -7.5% | -2.0% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling