-21.0%
MDLN vs PNR
-44.9%
+23.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.6% |
| 7D | -11.5% | -5.5% | -6.0% | -10.4% |
| 30D | -7.6% | -15.6% | +8.0% | -4.3% |
| 3M | -11.4% | -20.2% | +8.8% | -8.0% |
| 6M | -24.5% | -36.6% | +12.1% | -17.1% |
| YTD | -22.9% | -45.0% | +22.1% | -12.7% |
| All | -21.0% | -44.9% | +23.9% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling