+26.2%
EWZ vs MDLN
-0.9%
+27.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +2.3% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +9.3% | -1.5% | +10.8% | +9.2% |
| 3M | +15.7% | +2.6% | +13.1% | +14.1% |
| 6M | +7.4% | -20.9% | +28.3% | +9.8% |
| YTD | +22.7% | -17.4% | +40.1% | +26.6% |
| All | +26.2% | -0.9% | +27.0% | +30.3% |
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 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