+15.6%
GM vs MDLN
+15.3%
+0.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +18.4% | -13.7% | +3.2% |
| 7D | +12.1% | +24.7% | -12.6% | +10.2% |
| 30D | +15.2% | +12.7% | +2.5% | +13.9% |
| 3M | +4.9% | -4.0% | +8.9% | +4.5% |
| 6M | +22.6% | -8.7% | +31.3% | +22.8% |
| YTD | +14.4% | -3.9% | +18.3% | +14.8% |
| All | +15.6% | +15.3% | +0.3% | +15.9% |
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