-21.0%
MDLN vs ESI
+34.6%
-55.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.9% |
| 7D | -11.5% | -2.3% | -9.2% | -11.5% |
| 30D | -7.6% | -9.0% | +1.5% | -7.7% |
| 3M | -11.4% | -13.3% | +1.9% | -12.6% |
| 6M | -24.5% | +5.3% | -29.7% | -26.2% |
| YTD | -22.9% | +37.6% | -60.5% | -18.1% |
| All | -21.0% | +34.6% | -55.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling