+8.7%
T vs MDLN
-7.5%
+16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.5% |
| 7D | -2.4% | -11.5% | +9.0% | -2.5% |
| 30D | +4.3% | -7.6% | +11.8% | +4.2% |
| 3M | +11.6% | -11.4% | +22.9% | +12.0% |
| 6M | -5.6% | -24.5% | +18.9% | -6.6% |
| YTD | +6.6% | -22.9% | +29.4% | +4.8% |
| All | +8.7% | -7.5% | +16.1% | +6.9% |
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 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