+25.6%
XYZ vs MDLN
-0.9%
+26.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.2% |
| 7D | +2.9% | -1.2% | +4.0% | +3.2% |
| 30D | +1.4% | -1.5% | +2.9% | +1.7% |
| 3M | +14.6% | +2.6% | +11.9% | +14.9% |
| 6M | +20.8% | -20.9% | +41.6% | +25.2% |
| YTD | +23.1% | -17.4% | +40.5% | +25.7% |
| All | +25.6% | -0.9% | +26.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling