-8.4%
STM vs MDLN
+16.2%
-24.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +4.1% |
| 7D | +1.4% | +4.5% | -3.0% | +2.3% |
| 30D | -8.4% | +17.9% | -26.3% | -4.3% |
| All | -8.4% | +16.2% | -24.5% | -4.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling