-63.2%
SPCH vs MDLN
+9.9%
-73.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +18.4% | -25.9% | -17.1% |
| 7D | -13.4% | +24.7% | -38.1% | -25.9% |
| 30D | -39.6% | +12.7% | -52.3% | -43.6% |
| 3M | -1.4% | -4.0% | +2.6% | +16.6% |
| All | -63.2% | +9.9% | -73.1% | -60.7% |
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 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 · Available span rolling