-20.7%
MDLN vs BBWI
-3.5%
-17.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.6% |
| 7D | -11.1% | -4.8% | -6.3% | -10.4% |
| 30D | -8.4% | +3.5% | -11.8% | -9.2% |
| 3M | -12.4% | -0.3% | -12.1% | -12.2% |
| 6M | -23.3% | -5.4% | -17.9% | -22.9% |
| YTD | -22.5% | -4.7% | -17.8% | -20.1% |
| All | -20.7% | -3.5% | -17.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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