-21.0%
MDLN vs WCC
+33.5%
-54.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.9% |
| 7D | -11.5% | +1.7% | -13.1% | -11.5% |
| 30D | -7.6% | -6.1% | -1.5% | -7.6% |
| 3M | -11.4% | +3.1% | -14.4% | -11.3% |
| 6M | -24.5% | +28.2% | -52.7% | -27.6% |
| YTD | -22.9% | +41.1% | -64.0% | -23.9% |
| All | -21.0% | +33.5% | -54.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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