-20.7%
MDLN vs WYNN
-30.3%
+9.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -11.1% | -4.2% | -6.9% | -10.3% |
| 30D | -8.4% | -14.6% | +6.3% | -5.4% |
| 3M | -12.4% | -18.4% | +6.0% | -8.1% |
| 6M | -23.3% | -11.9% | -11.3% | -21.2% |
| YTD | -22.5% | -26.6% | +4.0% | -17.9% |
| All | -20.7% | -30.3% | +9.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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