+0.6%
WBD vs MDLN
-21.0%
+21.6%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.7% | -6.2% | +4.5% | -1.6% |
| 30D | +3.9% | +0.7% | +3.2% | +3.9% |
| 3M | +5.1% | -5.4% | +10.5% | +4.7% |
| 6M | +0.6% | -21.6% | +22.1% | +0.5% |
| All | +0.6% | -21.0% | +21.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 6mo: compounded portfolio wealth divided by compounded MDLN 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…
6mo analysis · Full analysis span regression · 6 months rolling