-15.4%
MDLN vs WWD
+15.7%
-31.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | -1.5% | -6.4% | +4.9% | -0.1% |
| 3M | +2.6% | -5.6% | +8.3% | +3.4% |
| 6M | -20.9% | -9.1% | -11.8% | -19.7% |
| YTD | -17.4% | +12.5% | -29.9% | -14.8% |
| All | -15.4% | +15.7% | -31.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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