-0.2%
MDLN vs PL
-21.5%
+21.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +20.0% | +5.6% | +14.4% | +20.0% |
| 30D | +12.8% | -16.9% | +29.8% | +13.1% |
| 3M | +21.0% | -38.2% | +59.2% | +21.6% |
| 6M | +3.5% | -63.4% | +67.0% | +3.9% |
| YTD | -2.6% | -27.6% | +25.0% | -7.5% |
| All | -0.2% | -21.5% | +21.3% | -7.9% |
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