+22.8%
PFE vs MDLN
+14.2%
+8.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +3.1% | +12.0% | -8.9% | +2.0% |
| 3M | +11.2% | +12.6% | -1.4% | +9.9% |
| 6M | +15.0% | +3.7% | +11.3% | +14.2% |
| YTD | +23.5% | -4.8% | +28.3% | +24.3% |
| All | +22.8% | +14.2% | +8.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling