-15.4%
MDLN vs NWSA
+15.6%
-31.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.8% |
| 7D | -1.2% | -2.6% | +1.4% | -0.6% |
| 30D | -1.5% | +4.6% | -6.1% | -2.2% |
| 3M | +2.6% | +10.2% | -7.6% | -0.6% |
| 6M | -20.9% | +21.6% | -42.5% | -23.7% |
| YTD | -17.4% | +14.6% | -32.0% | -19.8% |
| All | -15.4% | +15.6% | -31.0% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling