+105.3%
TTMI vs MDLN
-7.1%
+112.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.4% |
| 7D | +0.7% | -11.1% | +11.8% | +0.1% |
| 30D | -8.4% | -8.4% | -0.1% | -8.7% |
| 3M | -32.5% | -12.4% | -20.1% | -33.2% |
| 6M | +32.5% | -23.3% | +55.7% | +32.7% |
| YTD | +83.2% | -22.5% | +105.8% | +87.5% |
| All | +105.3% | -7.1% | +112.4% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling