-17.0%
MDLN vs IWD
+22.0%
-39.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.3% |
| 7D | -6.2% | -1.2% | -5.0% | -5.0% |
| 30D | +0.7% | -1.6% | +2.4% | +2.5% |
| 3M | -5.4% | +7.0% | -12.5% | -9.1% |
| 6M | -21.6% | +17.0% | -38.5% | -29.2% |
| YTD | -18.9% | +21.6% | -40.6% | -22.8% |
| All | -17.0% | +22.0% | -39.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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