-15.4%
MDLN vs ED
+12.5%
-27.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -1.5% | +1.1% | -2.6% | -1.8% |
| 3M | +2.6% | +4.6% | -2.0% | +2.3% |
| 6M | -20.9% | -2.0% | -18.9% | -22.2% |
| YTD | -17.4% | +11.7% | -29.1% | -16.7% |
| All | -15.4% | +12.5% | -27.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling