-17.0%
MDLN vs PR
+71.1%
-88.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.9% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | +0.7% | +11.3% | -10.5% | +1.2% |
| 3M | -5.4% | +24.1% | -29.5% | -5.1% |
| 6M | -21.6% | +25.4% | -46.9% | -21.6% |
| YTD | -18.9% | +71.2% | -90.1% | -24.6% |
| All | -17.0% | +71.1% | -88.0% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling