+0.4%
U vs MDLN
-7.1%
+7.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.5% |
| 7D | +5.5% | -11.1% | +16.6% | +5.2% |
| 30D | -1.3% | -8.4% | +7.1% | -1.5% |
| 3M | +64.6% | -12.4% | +77.0% | +64.4% |
| 6M | +119.4% | -23.3% | +142.6% | +119.3% |
| YTD | -0.5% | -22.5% | +22.1% | -0.5% |
| All | +0.4% | -7.1% | +7.5% | +0.6% |
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