+100.7%
PSX vs MDLN
-7.1%
+107.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.4% |
| 7D | +1.7% | -11.1% | +12.8% | +0.4% |
| 30D | +15.6% | -8.4% | +24.0% | +14.5% |
| 3M | +46.5% | -12.4% | +58.8% | +45.0% |
| 6M | +55.0% | -23.3% | +78.3% | +51.7% |
| YTD | +105.3% | -22.5% | +127.8% | +103.4% |
| All | +100.7% | -7.1% | +107.8% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling