-20.7%
MDLN vs WAT
+7.7%
-28.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | 0.0% |
| 7D | -11.1% | -0.3% | -10.8% | -11.0% |
| 30D | -8.4% | -1.9% | -6.5% | -7.9% |
| 3M | -12.4% | +13.5% | -25.9% | -15.1% |
| 6M | -23.3% | +37.2% | -60.5% | -28.5% |
| YTD | -22.5% | +7.5% | -30.1% | -26.1% |
| All | -20.7% | +7.7% | -28.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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