-1.6%
MDLN vs PEG
-6.0%
+4.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.6% | +17.8% | +18.4% |
| 7D | +24.7% | +1.0% | +23.6% | +24.7% |
| 30D | +12.7% | +6.6% | +6.1% | +13.1% |
| 3M | -4.0% | -3.1% | -0.9% | -4.0% |
| 6M | -8.7% | -7.4% | -1.3% | -8.9% |
| YTD | -3.9% | -6.4% | +2.5% | -1.2% |
| All | -1.6% | -6.0% | +4.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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