-1.6%
MDLN vs ETR
+22.5%
-24.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.7% | +15.6% | +17.8% |
| 7D | +24.7% | +3.7% | +20.9% | +24.0% |
| 30D | +12.7% | +11.0% | +1.7% | +11.3% |
| 3M | -4.0% | +3.4% | -7.4% | -4.4% |
| 6M | -8.7% | -3.3% | -5.4% | -8.7% |
| YTD | -3.9% | +23.3% | -27.2% | +9.5% |
| All | -1.6% | +22.5% | -24.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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