-0.7%
MDLN vs PL
-21.0%
+20.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.5% | -11.8% | +2.7% |
| 7D | +21.1% | +10.9% | +10.2% | +21.0% |
| 30D | +12.3% | -16.4% | +28.6% | +12.6% |
| 3M | +15.6% | -39.9% | +55.5% | +16.1% |
| 6M | +3.0% | -63.2% | +66.2% | +3.3% |
| YTD | -3.1% | -27.1% | +24.1% | -7.9% |
| All | -0.7% | -21.0% | +20.2% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling