-20.7%
MDLN vs EFV
+20.0%
-40.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.1% |
| 7D | -11.1% | -0.8% | -10.3% | -10.7% |
| 30D | -8.4% | +0.6% | -9.0% | -8.6% |
| 3M | -12.4% | +7.5% | -19.9% | -15.0% |
| 6M | -23.3% | +13.0% | -36.3% | -27.9% |
| YTD | -22.5% | +18.3% | -40.9% | -27.9% |
| All | -20.7% | +20.0% | -40.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling