-17.0%
MDLN vs PCOR
-25.6%
+8.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.6% |
| 7D | -6.2% | -9.0% | +2.8% | -5.6% |
| 30D | +0.7% | -7.0% | +7.7% | +1.1% |
| 3M | -5.4% | +18.3% | -23.8% | -7.6% |
| 6M | -21.6% | -7.8% | -13.8% | -23.4% |
| YTD | -18.9% | -25.6% | +6.7% | -21.4% |
| All | -17.0% | -25.6% | +8.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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