-17.0%
MDLN vs WAT
+6.7%
-23.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -6.2% | -1.8% | -4.4% | -5.7% |
| 30D | +0.7% | -1.7% | +2.4% | +1.2% |
| 3M | -5.4% | +9.1% | -14.5% | -7.5% |
| 6M | -21.6% | +32.4% | -54.0% | -26.6% |
| YTD | -18.9% | +6.6% | -25.5% | -22.4% |
| All | -17.0% | +6.7% | -23.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling