+34.2%
XYZ vs MDLN
+16.9%
+17.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +12.6% | +20.0% | -7.4% | +6.9% |
| 30D | +10.8% | +12.8% | -2.0% | +6.4% |
| 3M | +8.4% | +21.0% | -12.6% | +2.8% |
| 6M | +14.3% | +3.5% | +10.8% | +11.5% |
| YTD | +31.5% | -2.6% | +34.1% | +27.9% |
| All | +34.2% | +16.9% | +17.3% | +30.6% |
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