+9.0%
WM vs MDLN
+16.3%
-7.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -0.5% | +21.1% | -21.5% | -1.9% |
| 30D | +13.3% | +12.3% | +1.0% | +12.1% |
| 3M | +4.4% | +15.6% | -11.2% | +3.1% |
| 6M | +10.8% | +3.0% | +7.8% | +9.8% |
| YTD | +9.1% | -3.1% | +12.1% | +8.2% |
| All | +9.0% | +16.3% | -7.3% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling