-21.0%
MDLN vs CDW
0.0%
-21.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.9% |
| 7D | -11.5% | -7.4% | -4.1% | -9.5% |
| 30D | -7.6% | +5.8% | -13.4% | -9.1% |
| 3M | -11.4% | +10.8% | -22.2% | -13.0% |
| 6M | -24.5% | +21.5% | -45.9% | -27.3% |
| YTD | -22.9% | +6.4% | -29.2% | -24.9% |
| All | -21.0% | 0.0% | -21.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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