-35.1%
SMR vs MDLN
-7.5%
-27.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -5.4% |
| 7D | +4.7% | -11.5% | +16.2% | +5.0% |
| 30D | +3.2% | -7.6% | +10.8% | +3.1% |
| 3M | +9.9% | -11.4% | +21.3% | +9.8% |
| 6M | -15.1% | -24.5% | +9.3% | -11.8% |
| YTD | -27.9% | -22.9% | -5.1% | -21.4% |
| All | -35.1% | -7.5% | -27.6% | -28.3% |
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