+79.5%
STM vs MDLN
+15.3%
+64.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +18.4% | -24.4% | -4.2% |
| 7D | -6.0% | +24.7% | -30.7% | -3.9% |
| 30D | -20.9% | +12.7% | -33.7% | -19.5% |
| 3M | -15.8% | -4.0% | -11.7% | -15.9% |
| 6M | -17.0% | -8.7% | -8.4% | -14.3% |
| YTD | +76.8% | -3.9% | +80.7% | +84.2% |
| All | +79.5% | +15.3% | +64.2% | +87.9% |
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 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 · 6 months rolling