-10.8%
MDLN vs PNR
-41.5%
+30.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.7% | -2.4% | +6.1% | +4.2% |
| 30D | -0.2% | -12.8% | +12.6% | +2.5% |
| 3M | +6.2% | -17.0% | +23.2% | +9.2% |
| 6M | -14.7% | -37.4% | +22.8% | -6.2% |
| YTD | -12.9% | -41.6% | +28.7% | -2.7% |
| All | -10.8% | -41.5% | +30.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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