+15.1%
GE vs MDLN
-0.9%
+16.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | -9.5% | -1.5% | -8.0% | -9.5% |
| 3M | +4.1% | +2.6% | +1.5% | +3.9% |
| 6M | +3.9% | -20.9% | +24.8% | +4.4% |
| YTD | +9.0% | -17.4% | +26.4% | +12.4% |
| All | +15.1% | -0.9% | +16.0% | +19.0% |
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 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