+55.7%
TSM vs MDLN
+4.5%
+51.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +3.7% | -1.0% | +2.8% |
| 30D | +3.6% | -0.2% | +3.8% | +3.6% |
| 3M | -3.4% | +6.2% | -9.6% | -3.7% |
| 6M | +20.6% | -14.7% | +35.3% | +21.0% |
| YTD | +41.9% | -12.9% | +54.7% | +44.7% |
| All | +55.7% | +4.5% | +51.1% | +59.3% |
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