-17.0%
MDLN vs PTC
-26.0%
+9.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.3% |
| 7D | -6.2% | -13.6% | +7.4% | -4.1% |
| 30D | +0.7% | -14.7% | +15.4% | +3.0% |
| 3M | -5.4% | -5.9% | +0.5% | -7.4% |
| 6M | -21.6% | -21.1% | -0.4% | -21.2% |
| YTD | -18.9% | -26.0% | +7.1% | -17.0% |
| All | -17.0% | -26.0% | +9.1% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling