-20.7%
MDLN vs GWRE
-27.9%
+7.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -11.1% | -13.2% | +2.1% | -10.1% |
| 30D | -8.4% | -18.6% | +10.2% | -7.4% |
| 3M | -12.4% | +18.9% | -31.3% | -13.4% |
| 6M | -23.3% | -11.0% | -12.3% | -24.8% |
| YTD | -22.5% | -29.9% | +7.3% | -22.8% |
| All | -20.7% | -27.9% | +7.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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