-21.0%
MDLN vs EXE
-8.4%
-12.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -4.9% |
| 7D | -11.5% | -2.2% | -9.3% | -11.6% |
| 30D | -7.6% | -0.8% | -6.8% | -7.6% |
| 3M | -11.4% | +10.0% | -21.4% | -10.7% |
| 6M | -24.5% | -6.3% | -18.1% | -23.5% |
| YTD | -22.9% | -10.7% | -12.2% | -19.2% |
| All | -21.0% | -8.4% | -12.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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