+10.8%
T vs MDLN
-7.1%
+17.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.5% | -11.1% | +12.6% | +1.4% |
| 30D | +7.5% | -8.4% | +15.8% | +7.4% |
| 3M | +14.8% | -12.4% | +27.2% | +15.2% |
| 6M | -1.7% | -23.3% | +21.5% | -2.7% |
| YTD | +8.7% | -22.5% | +31.2% | +6.9% |
| All | +10.8% | -7.1% | +17.9% | +9.0% |
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 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