-21.0%
MDLN vs WEC
+3.5%
-24.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -11.5% | -1.3% | -10.2% | -11.1% |
| 30D | -7.6% | -0.4% | -7.2% | -7.7% |
| 3M | -11.4% | -6.8% | -4.6% | -9.0% |
| 6M | -24.5% | -6.4% | -18.1% | -22.2% |
| YTD | -22.9% | +2.5% | -25.4% | -15.8% |
| All | -21.0% | +3.5% | -24.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling