-0.6%
EW vs MDLN
-7.1%
+6.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -6.2% | -11.1% | +4.9% | -5.3% |
| 30D | -9.3% | -8.4% | -1.0% | -8.7% |
| 3M | -1.6% | -12.4% | +10.8% | -0.6% |
| 6M | -0.8% | -23.3% | +22.4% | +0.4% |
| YTD | -1.0% | -22.5% | +21.5% | +0.7% |
| All | -0.6% | -7.1% | +6.5% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling