-10.8%
MDLN vs ECL
+8.5%
-19.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.7% | -2.6% | +6.3% | +4.6% |
| 30D | -0.2% | -2.2% | +2.0% | +0.5% |
| 3M | +6.2% | +10.1% | -3.9% | +4.9% |
| 6M | -14.7% | -5.7% | -8.9% | -14.4% |
| YTD | -12.9% | +7.0% | -19.8% | -10.5% |
| All | -10.8% | +8.5% | -19.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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