+82.9%
STM vs MDLN
+14.2%
+68.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | 0.0% |
| 7D | +16.3% | +0.6% | +15.7% | +16.4% |
| 30D | -6.3% | +12.0% | -18.3% | -4.6% |
| 3M | -14.1% | +12.6% | -26.7% | -12.8% |
| 6M | -19.6% | +3.7% | -23.3% | -17.6% |
| YTD | +80.1% | -4.8% | +84.9% | +87.5% |
| All | +82.9% | +14.2% | +68.7% | +91.3% |
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 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