+17.8%
USB vs MDLN
+16.3%
+1.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.3% |
| 7D | +0.8% | +21.1% | -20.3% | -1.0% |
| 30D | +6.8% | +12.3% | -5.5% | +5.6% |
| 3M | -3.8% | +15.6% | -19.3% | -5.0% |
| 6M | +11.7% | +3.0% | +8.7% | +11.7% |
| YTD | +17.5% | -3.1% | +20.6% | +20.4% |
| All | +17.8% | +16.3% | +1.5% | +21.0% |
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 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