-3.0%
MDLN vs SW
+22.4%
-25.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +24.2% | +4.7% | +19.6% | +23.4% |
| 30D | +11.8% | +5.0% | +6.8% | +11.0% |
| 3M | +8.4% | -7.3% | +15.8% | +9.6% |
| 6M | -12.3% | +15.0% | -27.2% | -11.6% |
| YTD | -5.3% | +18.5% | -23.9% | -0.4% |
| All | -3.0% | +22.4% | -25.5% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling