+58.0%
TSM vs MDLN
-2.7%
+60.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | +4.8% | -6.2% | +11.0% | +4.6% |
| 30D | +4.0% | +0.7% | +3.3% | +4.0% |
| 3M | +2.0% | -5.4% | +7.4% | +1.6% |
| 6M | +25.5% | -21.6% | +47.1% | +25.7% |
| YTD | +44.0% | -18.9% | +62.9% | +46.5% |
| All | +58.0% | -2.7% | +60.7% | +61.3% |
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 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