-21.0%
MDLN vs PPL
+2.5%
-23.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | -11.5% | -2.6% | -8.9% | -10.7% |
| 30D | -7.6% | -3.0% | -4.5% | -6.6% |
| 3M | -11.4% | -3.9% | -7.5% | -10.2% |
| 6M | -24.5% | -8.9% | -15.6% | -23.6% |
| YTD | -22.9% | -0.8% | -22.1% | -23.0% |
| All | -21.0% | +2.5% | -23.5% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling