+100.1%
TER vs MDLN
-7.5%
+107.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -3.6% |
| 7D | +9.4% | -11.5% | +20.9% | +9.1% |
| 30D | -2.4% | -7.6% | +5.1% | -2.5% |
| 3M | +6.5% | -11.4% | +17.9% | +5.2% |
| 6M | +23.2% | -24.5% | +47.6% | +23.8% |
| YTD | +91.5% | -22.9% | +114.4% | +97.1% |
| All | +100.1% | -7.5% | +107.6% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling