-17.0%
MDLN vs CDW
-0.2%
-16.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.4% |
| 7D | -6.2% | -4.2% | -2.0% | -5.0% |
| 30D | +0.7% | +4.9% | -4.1% | -0.7% |
| 3M | -5.4% | +7.3% | -12.7% | -6.6% |
| 6M | -21.6% | +19.2% | -40.7% | -24.3% |
| YTD | -18.9% | +6.2% | -25.1% | -21.0% |
| All | -17.0% | -0.2% | -16.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling