-20.7%
MDLN vs ESI
+35.3%
-55.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -11.1% | -4.6% | -6.5% | -11.1% |
| 30D | -8.4% | -10.5% | +2.1% | -8.5% |
| 3M | -12.4% | -19.8% | +7.4% | -13.4% |
| 6M | -23.3% | +5.8% | -29.1% | -25.0% |
| YTD | -22.5% | +38.3% | -60.8% | -17.7% |
| All | -20.7% | +35.3% | -55.9% | -16.1% |
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