-1.6%
MDLN vs PPL
+8.0%
-9.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | 0.0% | +18.3% | +18.4% |
| 7D | +24.7% | +1.8% | +22.9% | +24.1% |
| 30D | +12.7% | +8.4% | +4.3% | +10.1% |
| 3M | -4.0% | +2.4% | -6.4% | -4.4% |
| 6M | -8.7% | -4.0% | -4.7% | -9.0% |
| YTD | -3.9% | +4.5% | -8.4% | -5.3% |
| All | -1.6% | +8.0% | -9.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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