-20.7%
MDLN vs PEG
-7.1%
-13.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -11.1% | -0.9% | -10.2% | -11.1% |
| 30D | -8.4% | -3.7% | -4.6% | -8.4% |
| 3M | -12.4% | -7.3% | -5.1% | -12.5% |
| 6M | -23.3% | -10.5% | -12.8% | -24.1% |
| YTD | -22.5% | -7.5% | -15.0% | -20.4% |
| All | -20.7% | -7.1% | -13.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling