+24.5%
XYZ vs MDLN
-2.7%
+27.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.5% |
| 7D | -3.7% | -6.2% | +2.5% | -2.5% |
| 30D | +0.5% | +0.7% | -0.2% | +0.5% |
| 3M | +16.3% | -5.4% | +21.7% | +17.7% |
| 6M | +21.1% | -21.6% | +42.7% | +26.1% |
| YTD | +22.0% | -18.9% | +40.9% | +25.1% |
| All | +24.5% | -2.7% | +27.2% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling