+12.9%
WFC vs MDLN
-19.5%
+32.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -1.5% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +0.8% | -1.5% | +2.3% | +1.0% |
| 3M | +9.3% | +2.6% | +6.6% | +9.0% |
| All | +12.9% | -19.5% | +32.4% | +16.4% |
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