-0.1%
PEP vs MDLN
+12.8%
-12.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +12.5% | +9.9% | +2.7% | +10.9% |
| 3M | +4.5% | +10.9% | -6.4% | +2.8% |
| 6M | -0.5% | +2.0% | -2.5% | -1.5% |
| YTD | +4.4% | -6.0% | +10.4% | +3.7% |
| All | -0.1% | +12.8% | -12.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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