-17.0%
MDLN vs PNC
+17.0%
-33.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -6.2% | -0.7% | -5.5% | -5.8% |
| 30D | +0.7% | -4.4% | +5.1% | +2.8% |
| 3M | -5.4% | +4.5% | -9.9% | -6.0% |
| 6M | -21.6% | +19.1% | -40.6% | -24.8% |
| YTD | -18.9% | +18.0% | -37.0% | -20.4% |
| All | -17.0% | +17.0% | -33.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling