+2.3%
EW vs MDLN
-7.5%
+9.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.1% |
| 7D | -3.4% | -11.5% | +8.1% | -2.4% |
| 30D | -7.4% | -7.6% | +0.2% | -6.8% |
| 3M | +0.9% | -11.4% | +12.3% | +2.0% |
| 6M | +1.2% | -24.5% | +25.6% | +2.5% |
| YTD | +1.8% | -22.9% | +24.7% | +3.6% |
| All | +2.3% | -7.5% | +9.7% | +4.2% |
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