-0.2%
MDLN vs PPL
+8.0%
-8.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +12.8% | +4.3% | +8.5% | +11.5% |
| 3M | +21.0% | +2.9% | +18.1% | +20.2% |
| 6M | +3.5% | +1.1% | +2.4% | +3.4% |
| YTD | -2.6% | +4.5% | -7.0% | -4.0% |
| All | -0.2% | +8.0% | -8.2% | -2.2% |
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