-20.7%
MDLN vs WCN
-8.6%
-12.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -11.1% | -3.1% | -8.0% | -10.3% |
| 30D | -8.4% | -3.4% | -5.0% | -7.5% |
| 3M | -12.4% | +3.0% | -15.4% | -12.6% |
| 6M | -23.3% | -3.8% | -19.5% | -22.7% |
| YTD | -22.5% | -8.3% | -14.2% | -22.2% |
| All | -20.7% | -8.6% | -12.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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