-20.7%
MDLN vs BWA
+51.3%
-72.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.6% |
| 7D | -11.1% | -1.3% | -9.8% | -11.2% |
| 30D | -8.4% | -2.9% | -5.4% | -8.8% |
| 3M | -12.4% | -10.7% | -1.7% | -12.5% |
| 6M | -23.3% | +26.5% | -49.7% | -21.8% |
| YTD | -22.5% | +49.1% | -71.6% | -10.5% |
| All | -20.7% | +51.3% | -72.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling