-15.4%
MDLN vs PCOR
-22.8%
+7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -5.0% |
| 7D | -1.2% | -6.9% | +5.7% | -0.7% |
| 30D | -1.5% | -1.5% | 0.0% | -1.6% |
| 3M | +2.6% | +18.5% | -15.9% | 0.0% |
| 6M | -20.9% | -4.7% | -16.2% | -22.9% |
| YTD | -17.4% | -22.8% | +5.4% | -20.1% |
| All | -15.4% | -22.8% | +7.4% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling