+104.2%
STM vs MDLN
-0.9%
+105.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.9% |
| 7D | +5.2% | -1.2% | +6.4% | +5.1% |
| 30D | -7.4% | -1.5% | -5.8% | -7.5% |
| 3M | -30.6% | +2.6% | -33.3% | -30.5% |
| 6M | +66.4% | -20.9% | +87.2% | +67.8% |
| YTD | +101.1% | -17.4% | +118.5% | +105.8% |
| All | +104.2% | -0.9% | +105.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling