-17.0%
MDLN vs WEC
+4.3%
-21.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | +0.7% | +0.9% | -0.2% | 0.0% |
| 3M | -5.4% | -5.3% | -0.1% | -3.3% |
| 6M | -21.6% | -6.6% | -15.0% | -20.1% |
| YTD | -18.9% | +3.3% | -22.2% | -11.7% |
| All | -17.0% | +4.3% | -21.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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