-15.4%
MDLN vs PPL
+5.2%
-20.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | -1.5% | -1.1% | -0.5% | -1.2% |
| 3M | +2.6% | 0.0% | +2.6% | +2.9% |
| 6M | -20.9% | -7.6% | -13.3% | -20.8% |
| YTD | -17.4% | +1.7% | -19.1% | -18.2% |
| All | -15.4% | +5.2% | -20.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling