-10.8%
MDLN vs NWSA
+17.8%
-28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +3.7% | -1.9% | +5.6% | +4.1% |
| 30D | -0.2% | +4.6% | -4.8% | -1.1% |
| 3M | +6.2% | +13.2% | -7.0% | +2.4% |
| 6M | -14.7% | +27.0% | -41.7% | -18.1% |
| YTD | -12.9% | +16.8% | -29.7% | -15.8% |
| All | -10.8% | +17.8% | -28.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling