-1.6%
MDLN vs PNR
-29.7%
+28.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.3% | +15.1% | +17.7% |
| 7D | +24.7% | +11.9% | +12.8% | +22.6% |
| 30D | +12.7% | +37.1% | -24.4% | +7.4% |
| 3M | -4.0% | +5.7% | -9.7% | -3.6% |
| 6M | -8.7% | -5.7% | -3.0% | -6.6% |
| YTD | -3.9% | -29.8% | +25.9% | +5.1% |
| All | -1.6% | -29.7% | +28.1% | +7.6% |
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