-10.8%
MDLN vs SW
+26.1%
-36.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +3.7% | -5.1% | +8.8% | +4.4% |
| 30D | -0.2% | -4.6% | +4.4% | +0.4% |
| 3M | +6.2% | +9.4% | -3.2% | +6.0% |
| 6M | -14.7% | +3.5% | -18.2% | -15.0% |
| YTD | -12.9% | +22.0% | -34.9% | -8.7% |
| All | -10.8% | +26.1% | -36.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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