+29.9%
PM vs MDLN
+12.8%
+17.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.2% |
| 7D | +0.5% | -0.4% | +1.0% | +0.6% |
| 30D | -3.2% | +9.9% | -13.1% | -3.8% |
| 3M | +6.2% | +10.9% | -4.7% | +5.6% |
| 6M | +7.7% | +2.0% | +5.7% | +7.0% |
| YTD | +27.3% | -6.0% | +33.3% | +26.2% |
| All | +29.9% | +12.8% | +17.1% | +28.5% |
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