+85.0%
SOXX vs MDLN
-7.1%
+92.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | +1.4% | -11.1% | +12.5% | +0.8% |
| 30D | -3.6% | -8.4% | +4.8% | -3.9% |
| 3M | -10.2% | -12.4% | +2.2% | -10.6% |
| 6M | +54.2% | -23.3% | +77.5% | +53.3% |
| YTD | +75.2% | -22.5% | +97.8% | +76.4% |
| All | +85.0% | -7.1% | +92.0% | +86.7% |
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