+9.7%
GM vs MDLN
+4.5%
+5.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +3.7% | -1.8% | +1.7% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +5.9% | +6.2% | -0.3% | +4.8% |
| 6M | +12.4% | -14.7% | +27.1% | +13.2% |
| YTD | +8.6% | -12.9% | +21.5% | +10.1% |
| All | +9.7% | +4.5% | +5.2% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling