-1.6%
MDLN vs ESI
+31.7%
-33.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -4.6% | +23.0% | +18.2% |
| 7D | +24.7% | -6.6% | +31.2% | +24.5% |
| 30D | +12.7% | -10.9% | +23.6% | +12.7% |
| 3M | -4.0% | -13.8% | +9.8% | -4.4% |
| 6M | -8.7% | -21.5% | +12.9% | -9.8% |
| YTD | -3.9% | +34.7% | -38.6% | +1.9% |
| All | -1.6% | +31.7% | -33.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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