+44.2%
XOM vs MDLN
-7.1%
+51.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.5% |
| 7D | +4.1% | -11.1% | +15.2% | +3.1% |
| 30D | +4.6% | -8.4% | +12.9% | +3.9% |
| 3M | +14.0% | -12.4% | +26.3% | +13.6% |
| 6M | +11.0% | -23.3% | +34.2% | +10.0% |
| YTD | +40.7% | -22.5% | +63.2% | +40.2% |
| All | +44.2% | -7.1% | +51.3% | +44.1% |
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