-20.7%
MDLN vs ETR
+15.3%
-36.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -11.1% | -1.8% | -9.3% | -10.9% |
| 30D | -8.4% | -1.8% | -6.6% | -8.2% |
| 3M | -12.4% | -3.6% | -8.8% | -12.1% |
| 6M | -23.3% | +2.6% | -25.9% | -19.1% |
| YTD | -22.5% | +16.0% | -38.6% | -11.1% |
| All | -20.7% | +15.3% | -36.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling