+101.1%
TER vs MDLN
-0.9%
+102.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.4% | +4.1% |
| 7D | +11.0% | -1.2% | +12.1% | +10.9% |
| 30D | -1.9% | -1.5% | -0.3% | -1.9% |
| 3M | -0.7% | +2.6% | -3.3% | -2.7% |
| 6M | +36.4% | -20.9% | +57.2% | +37.1% |
| YTD | +92.4% | -17.4% | +109.9% | +98.3% |
| All | +101.1% | -0.9% | +102.0% | +108.1% |
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