+54.6%
EWT vs MDLN
-25.6%
+80.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.3% |
| 7D | -1.1% | -11.5% | +10.4% | -0.5% |
| 30D | +4.8% | -7.6% | +12.4% | +5.2% |
| 3M | +11.1% | -11.4% | +22.5% | +11.3% |
| 6M | +54.6% | -24.5% | +79.1% | +55.5% |
| All | +54.6% | -25.6% | +80.2% | +55.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling