-17.0%
MDLN vs IWF
+4.4%
-21.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | +0.7% | -1.4% | +2.1% | +1.1% |
| 3M | -5.4% | +0.4% | -5.9% | -5.5% |
| 6M | -21.6% | +8.5% | -30.0% | -26.0% |
| YTD | -18.9% | +3.7% | -22.6% | -21.6% |
| All | -17.0% | +4.4% | -21.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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