-21.0%
MDLN vs PTC
-26.1%
+5.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.9% |
| 7D | -11.5% | -14.2% | +2.8% | -9.4% |
| 30D | -7.6% | -14.4% | +6.9% | -5.5% |
| 3M | -11.4% | -4.7% | -6.6% | -13.3% |
| 6M | -24.5% | -19.3% | -5.2% | -24.4% |
| YTD | -22.9% | -26.1% | +3.2% | -21.0% |
| All | -21.0% | -26.1% | +5.1% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling