+100.4%
PSX vs MDLN
-0.9%
+101.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.0% |
| 7D | +2.8% | -1.2% | +4.0% | +2.7% |
| 30D | +27.8% | -1.5% | +29.3% | +27.5% |
| 3M | +42.0% | +2.6% | +39.4% | +43.6% |
| 6M | +58.1% | -20.9% | +79.0% | +55.0% |
| YTD | +105.0% | -17.4% | +122.4% | +104.5% |
| All | +100.4% | -0.9% | +101.3% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling