+13.0%
IWM vs MDLN
+12.8%
+0.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +2.3% | +9.9% | -7.6% | +1.4% |
| 3M | -8.3% | +10.9% | -19.2% | -9.2% |
| 6M | -1.3% | +2.0% | -3.3% | -1.7% |
| YTD | +13.5% | -6.0% | +19.5% | +14.8% |
| All | +13.0% | +12.8% | +0.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling