-20.7%
MDLN vs ITW
+9.1%
-29.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -11.1% | -0.7% | -10.4% | -10.9% |
| 30D | -8.4% | -8.3% | 0.0% | -5.8% |
| 3M | -12.4% | +6.0% | -18.4% | -12.5% |
| 6M | -23.3% | 0.0% | -23.2% | -22.9% |
| YTD | -22.5% | +10.2% | -32.8% | -20.4% |
| All | -20.7% | +9.1% | -29.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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