-2.5%
MDLN vs PL
-23.5%
+21.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -5.2% |
| 7D | +0.6% | +22.3% | -21.7% | +0.6% |
| 30D | +12.0% | -8.3% | +20.3% | +12.1% |
| 3M | +12.6% | -43.3% | +55.9% | +13.2% |
| 6M | +3.7% | -65.8% | +69.5% | +4.0% |
| YTD | -4.8% | -29.5% | +24.7% | -9.6% |
| All | -2.5% | -23.5% | +21.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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