-17.0%
MDLN vs EFX
-22.1%
+5.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.5% |
| 7D | -6.2% | -9.4% | +3.2% | -4.8% |
| 30D | +0.7% | -6.9% | +7.6% | +1.7% |
| 3M | -5.4% | +0.1% | -5.6% | -5.5% |
| 6M | -21.6% | -17.3% | -4.2% | -20.7% |
| YTD | -18.9% | -21.8% | +2.9% | -20.5% |
| All | -17.0% | -22.1% | +5.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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