-17.0%
MDLN vs WPM
+36.0%
-52.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -6.2% | +3.9% | -10.1% | -6.3% |
| 30D | +0.7% | +17.7% | -17.0% | +0.7% |
| 3M | -5.4% | +39.4% | -44.9% | -5.5% |
| 6M | -21.6% | +6.4% | -28.0% | -19.9% |
| YTD | -18.9% | +34.0% | -52.9% | -28.1% |
| All | -17.0% | +36.0% | -52.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded WPM 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling