-1.6%
MDLN vs EFV
+18.7%
-20.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.1% | +15.2% | +16.0% |
| 7D | +24.7% | +2.9% | +21.8% | +22.3% |
| 30D | +12.7% | +3.6% | +9.1% | +10.3% |
| 3M | -4.0% | -0.1% | -3.9% | -4.3% |
| 6M | -8.7% | +9.6% | -18.3% | -13.0% |
| YTD | -3.9% | +17.0% | -20.9% | -10.6% |
| All | -1.6% | +18.7% | -20.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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