+71.7%
EWY vs MDLN
+15.3%
+56.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.4% | -20.3% | -2.3% |
| 7D | -8.3% | +24.7% | -33.0% | -8.9% |
| 30D | -20.5% | +12.7% | -33.3% | -20.6% |
| 3M | -11.1% | -4.0% | -7.1% | -11.2% |
| 6M | -7.0% | -8.7% | +1.7% | -6.4% |
| YTD | +56.5% | -3.9% | +60.4% | +62.0% |
| All | +71.7% | +15.3% | +56.4% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling