-15.4%
MDLN vs WAB
+33.7%
-49.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.2% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -1.5% | -2.4% | +0.9% | -1.4% |
| 3M | +2.6% | +9.7% | -7.0% | +2.3% |
| 6M | -20.9% | +16.5% | -37.4% | -22.5% |
| YTD | -17.4% | +33.7% | -51.1% | -21.3% |
| All | -15.4% | +33.7% | -49.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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