-7.6%
SPOT vs MDLN
-2.7%
-4.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -1.0% |
| 7D | -6.5% | -6.2% | -0.3% | -6.2% |
| 30D | +2.2% | +0.7% | +1.5% | +2.3% |
| 3M | +5.4% | -5.4% | +10.8% | +5.9% |
| 6M | -4.0% | -21.6% | +17.5% | -2.8% |
| YTD | -9.9% | -18.9% | +9.0% | -10.1% |
| All | -7.6% | -2.7% | -4.9% | -7.9% |
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