-21.0%
MDLN vs ET
+39.6%
-60.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -11.5% | +1.4% | -12.8% | -11.5% |
| 30D | -7.6% | +4.6% | -12.1% | -7.8% |
| 3M | -11.4% | +16.0% | -27.4% | -13.3% |
| 6M | -24.5% | +22.8% | -47.3% | -26.4% |
| YTD | -22.9% | +38.9% | -61.7% | -32.9% |
| All | -21.0% | +39.6% | -60.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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