-0.7%
MDLN vs SW
+21.6%
-22.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +21.1% | +1.8% | +19.2% | +20.8% |
| 30D | +12.3% | +7.0% | +5.2% | +11.2% |
| 3M | +15.6% | -7.6% | +23.2% | +16.8% |
| 6M | +3.0% | +8.5% | -5.5% | +3.9% |
| YTD | -3.1% | +17.7% | -20.7% | +2.1% |
| All | -0.7% | +21.6% | -22.3% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling