-21.0%
MDLN vs ED
+10.9%
-31.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | -11.5% | -1.9% | -9.6% | -11.2% |
| 30D | -7.6% | +0.1% | -7.7% | -7.7% |
| 3M | -11.4% | 0.0% | -11.4% | -11.2% |
| 6M | -24.5% | -2.5% | -22.0% | -25.2% |
| YTD | -22.9% | +10.1% | -33.0% | -22.1% |
| All | -21.0% | +10.9% | -31.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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