-10.0%
TOST vs MDLN
-7.5%
-2.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.5% |
| 7D | -5.9% | -11.5% | +5.6% | -3.4% |
| 30D | -8.4% | -7.6% | -0.9% | -7.0% |
| 3M | +31.4% | -11.4% | +42.8% | +33.2% |
| 6M | +10.5% | -24.5% | +35.0% | +16.3% |
| YTD | -10.1% | -22.9% | +12.8% | -7.7% |
| All | -10.0% | -7.5% | -2.6% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling