-38.3%
SMR vs MDLN
+4.5%
-42.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | +3.7% | +0.7% | +4.2% |
| 30D | +3.4% | -0.2% | +3.6% | +2.8% |
| 3M | -19.2% | +6.2% | -25.4% | -19.4% |
| 6M | -22.6% | -14.7% | -8.0% | -19.8% |
| YTD | -31.5% | -12.9% | -18.7% | -25.5% |
| All | -38.3% | +4.5% | -42.9% | -32.0% |
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