-1.6%
MDLN vs PTC
+12.0%
-13.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.6% | +17.8% | +18.3% |
| 7D | +24.7% | +0.1% | +24.5% | +24.6% |
| 30D | +12.7% | +1.5% | +11.2% | +12.6% |
| 3M | -4.0% | +37.8% | -41.8% | -7.9% |
| 6M | -8.7% | +41.2% | -49.9% | -15.2% |
| YTD | -3.9% | +12.0% | -16.0% | -6.6% |
| All | -1.6% | +12.0% | -13.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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