-15.4%
MDLN vs BWA
+50.5%
-65.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.4% |
| 7D | -1.2% | +4.3% | -5.5% | -0.8% |
| 30D | -1.5% | -2.9% | +1.4% | -2.0% |
| 3M | +2.6% | -12.4% | +15.1% | +2.4% |
| 6M | -20.9% | +28.6% | -49.4% | -19.3% |
| YTD | -17.4% | +48.2% | -65.6% | -4.6% |
| All | -15.4% | +50.5% | -65.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling