-3.7%
TLT vs MDLN
-2.7%
-1.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.5% |
| 7D | -0.3% | -6.2% | +5.9% | -0.1% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | -2.9% | -5.4% | +2.6% | -2.8% |
| 6M | -6.3% | -21.6% | +15.3% | -6.2% |
| YTD | -3.3% | -18.9% | +15.6% | -2.9% |
| All | -3.7% | -2.7% | -1.0% | -3.1% |
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 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