-21.0%
MDLN vs ITW
+7.9%
-28.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -5.0% |
| 7D | -11.5% | -2.4% | -9.1% | -10.8% |
| 30D | -7.6% | -9.5% | +2.0% | -4.6% |
| 3M | -11.4% | +6.6% | -18.0% | -11.3% |
| 6M | -24.5% | -1.8% | -22.7% | -23.9% |
| YTD | -22.9% | +9.0% | -31.9% | -20.5% |
| All | -21.0% | +7.9% | -28.9% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling