-53.1%
SPCH vs MDLN
-7.3%
-45.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -5.8% |
| 7D | +8.8% | -6.2% | +15.0% | +15.4% |
| 30D | +9.1% | +0.7% | +8.4% | +5.8% |
| All | -53.1% | -7.3% | -45.8% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling