-20.7%
MDLN vs TW
-2.4%
-18.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -11.1% | -4.5% | -6.6% | -10.8% |
| 30D | -8.4% | -2.3% | -6.1% | -8.2% |
| 3M | -12.4% | +2.6% | -15.0% | -12.2% |
| 6M | -23.3% | -17.5% | -5.7% | -22.3% |
| YTD | -22.5% | -5.3% | -17.2% | -23.1% |
| All | -20.7% | -2.4% | -18.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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