+20.7%
TMO vs MDLN
+13.6%
+7.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -4.0% |
| 7D | -4.5% | +24.2% | -28.8% | -7.2% |
| 30D | +3.1% | +11.8% | -8.7% | +1.7% |
| 3M | +17.2% | +8.4% | +8.8% | +16.1% |
| 6M | +45.3% | -12.3% | +57.6% | +46.0% |
| YTD | +17.1% | -5.3% | +22.5% | +19.4% |
| All | +20.7% | +13.6% | +7.1% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling