-1.6%
MDLN vs PR
+63.5%
-65.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -6.5% | +24.9% | +16.7% |
| 7D | +24.7% | -12.1% | +36.8% | +21.9% |
| 30D | +12.7% | +0.9% | +11.8% | +12.0% |
| 3M | -4.0% | +10.1% | -14.2% | -4.3% |
| 6M | -8.7% | +1.1% | -9.8% | -7.6% |
| YTD | -3.9% | +63.7% | -67.6% | -11.6% |
| All | -1.6% | +63.5% | -65.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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