-21.0%
MDLN vs EIX
+1.0%
-22.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.9% |
| 7D | -11.5% | +0.8% | -12.3% | -11.5% |
| 30D | -7.6% | -18.8% | +11.2% | -7.4% |
| 3M | -11.4% | -19.7% | +8.3% | -11.3% |
| 6M | -24.5% | -18.2% | -6.2% | -24.7% |
| YTD | -22.9% | -1.7% | -21.1% | -15.1% |
| All | -21.0% | +1.0% | -22.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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