-15.4%
MDLN vs EIX
+5.6%
-21.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.7% | -5.2% |
| 7D | -1.2% | +0.9% | -2.1% | -1.2% |
| 30D | -1.5% | -13.5% | +12.0% | -1.7% |
| 3M | +2.6% | -15.3% | +17.9% | +2.6% |
| 6M | -20.9% | -15.3% | -5.5% | -21.4% |
| YTD | -17.4% | +2.7% | -20.1% | -9.1% |
| All | -15.4% | +5.6% | -21.0% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling