-3.9%
U vs MDLN
-7.5%
+3.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -1.2% |
| 7D | 0.0% | -11.5% | +11.5% | -0.3% |
| 30D | -4.1% | -7.6% | +3.5% | -4.3% |
| 3M | +57.8% | -11.4% | +69.2% | +57.7% |
| 6M | +103.5% | -24.5% | +128.0% | +103.2% |
| YTD | -4.8% | -22.9% | +18.1% | -4.8% |
| All | -3.9% | -7.5% | +3.6% | -3.7% |
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