-2.4%
U vs MDLN
-0.9%
-1.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +2.5% |
| 7D | +4.5% | -1.2% | +5.7% | +4.4% |
| 30D | -0.6% | -1.5% | +1.0% | -0.7% |
| 3M | +48.4% | +2.6% | +45.8% | +49.0% |
| 6M | +115.4% | -20.9% | +136.2% | +114.8% |
| YTD | -3.2% | -17.4% | +14.2% | -3.1% |
| All | -2.4% | -0.9% | -1.5% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling