-21.0%
MDLN vs BWA
+49.2%
-70.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.5% | -4.8% |
| 7D | -11.5% | -0.1% | -11.4% | -11.5% |
| 30D | -7.6% | -5.5% | -2.1% | -8.3% |
| 3M | -11.4% | -7.6% | -3.7% | -11.3% |
| 6M | -24.5% | +25.0% | -49.4% | -23.1% |
| YTD | -22.9% | +47.0% | -69.8% | -11.0% |
| All | -21.0% | +49.2% | -70.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling