+8.9%
T vs MDLN
-0.9%
+9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +7.6% | -1.5% | +9.1% | +7.6% |
| 3M | +15.3% | +2.6% | +12.7% | +16.4% |
| 6M | -8.5% | -20.9% | +12.4% | -9.7% |
| YTD | +6.8% | -17.4% | +24.2% | +5.0% |
| All | +8.9% | -0.9% | +9.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling