+17.3%
USB vs MDLN
+20.5%
-3.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.4% |
| 7D | -0.5% | +4.5% | -5.0% | -0.9% |
| 30D | +5.7% | +17.9% | -12.2% | +4.1% |
| 3M | -4.7% | +20.3% | -25.0% | -6.3% |
| 6M | +13.4% | +7.4% | +6.0% | +12.9% |
| YTD | +17.0% | +0.4% | +16.6% | +19.5% |
| All | +17.3% | +20.5% | -3.2% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling