-45.3%
SMR vs MDLN
-7.1%
-38.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.1% | -15.7% |
| 7D | -11.2% | -11.1% | -0.1% | -11.0% |
| 30D | -10.2% | -8.4% | -1.9% | -10.3% |
| 3M | -10.0% | -12.4% | +2.4% | -10.1% |
| 6M | -30.5% | -23.3% | -7.2% | -27.6% |
| YTD | -39.2% | -22.5% | -16.7% | -33.7% |
| All | -45.3% | -7.1% | -38.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling