+100.0%
PSX vs MDLN
-7.5%
+107.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -1.4% |
| 7D | +1.5% | -11.5% | +13.0% | +0.2% |
| 30D | +15.8% | -7.6% | +23.4% | +14.9% |
| 3M | +43.0% | -11.4% | +54.4% | +41.9% |
| 6M | +61.1% | -24.5% | +85.6% | +57.3% |
| YTD | +104.5% | -22.9% | +127.4% | +102.5% |
| All | +100.0% | -7.5% | +107.4% | +99.1% |
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