+98.7%
TTMI vs MDLN
-7.5%
+106.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -1.7% |
| 7D | +6.0% | -11.5% | +17.5% | +5.4% |
| 30D | -6.4% | -7.6% | +1.1% | -6.7% |
| 3M | -28.9% | -11.4% | -17.6% | -29.9% |
| 6M | +26.9% | -24.5% | +51.3% | +27.1% |
| YTD | +77.3% | -22.9% | +100.2% | +81.4% |
| All | +98.7% | -7.5% | +106.1% | +103.2% |
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