-2.1%
TOST vs MDLN
+16.3%
-18.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | +4.0% | +21.1% | -17.0% | -1.1% |
| 30D | +11.1% | +12.3% | -1.2% | +7.4% |
| 3M | +0.8% | +15.6% | -14.7% | -3.3% |
| 6M | +38.8% | +3.0% | +35.8% | +35.1% |
| YTD | -2.1% | -3.1% | +1.0% | -5.2% |
| All | -2.1% | +16.3% | -18.4% | -5.6% |
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