-4.7%
SE vs MDLN
-0.9%
-3.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | -0.1% | -1.5% | +1.4% | 0.0% |
| 3M | +34.1% | +2.6% | +31.5% | +32.8% |
| 6M | +23.2% | -20.9% | +44.1% | +25.4% |
| YTD | -11.2% | -17.4% | +6.2% | -5.8% |
| All | -4.7% | -0.9% | -3.8% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling