+5.4%
XLF vs MDLN
-7.5%
+12.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.1% |
| 7D | -2.9% | -11.5% | +8.6% | -1.9% |
| 30D | -1.6% | -7.6% | +6.0% | -1.0% |
| 3M | +9.3% | -11.4% | +20.6% | +10.3% |
| 6M | +14.6% | -24.5% | +39.1% | +17.2% |
| YTD | +4.7% | -22.9% | +27.6% | +7.7% |
| All | +5.4% | -7.5% | +12.8% | +8.4% |
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