+2.8%
MDLN vs PR
+62.7%
-59.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +3.7% |
| 7D | +4.5% | -0.5% | +5.0% | +4.3% |
| 30D | +17.9% | -4.6% | +22.5% | +16.4% |
| 3M | +20.3% | +4.7% | +15.6% | +19.4% |
| 6M | +7.4% | +12.4% | -5.0% | +7.3% |
| YTD | +0.4% | +62.9% | -62.5% | -7.7% |
| All | +2.8% | +62.7% | -59.9% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling