0.0%
WBD vs MDLN
-7.5%
+7.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.2% |
| 7D | -0.6% | -11.5% | +10.9% | -0.3% |
| 30D | +4.2% | -7.6% | +11.7% | +4.3% |
| 3M | +7.5% | -11.4% | +18.9% | +7.4% |
| 6M | +1.6% | -24.5% | +26.0% | +2.3% |
| YTD | -2.2% | -22.9% | +20.7% | -1.5% |
| All | 0.0% | -7.5% | +7.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling