+5.3%
EWZ vs MDLN
+12.8%
-7.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -24.4% | +9.9% | -34.2% | -24.9% |
| 3M | -4.6% | +10.9% | -15.5% | -5.4% |
| 6M | -11.6% | +2.0% | -13.5% | -11.9% |
| YTD | +2.4% | -6.0% | +8.4% | +4.7% |
| All | +5.3% | +12.8% | -7.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling