+57.2%
TSM vs MDLN
-7.1%
+64.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.0% | -11.1% | +12.1% | +0.7% |
| 30D | +1.0% | -8.4% | +9.3% | +0.7% |
| 3M | +2.9% | -12.4% | +15.3% | +2.5% |
| 6M | +22.8% | -23.3% | +46.1% | +22.7% |
| YTD | +43.3% | -22.5% | +65.8% | +45.7% |
| All | +57.2% | -7.1% | +64.3% | +60.4% |
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