-5.7%
TLT vs MDLN
+12.8%
-18.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +1.0% | +9.9% | -8.8% | +0.7% |
| 3M | -2.7% | +10.9% | -13.7% | -3.1% |
| 6M | -4.1% | +2.0% | -6.1% | -4.5% |
| YTD | -5.4% | -6.0% | +0.7% | -5.3% |
| All | -5.7% | +12.8% | -18.4% | -5.5% |
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