+7.1%
GM vs MDLN
-7.1%
+14.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.4% | -11.1% | +8.7% | -1.7% |
| 30D | -1.1% | -8.4% | +7.3% | -0.6% |
| 3M | +6.1% | -12.4% | +18.5% | +6.5% |
| 6M | +15.0% | -23.3% | +38.2% | +16.6% |
| YTD | +6.0% | -22.5% | +28.5% | +8.2% |
| All | +7.1% | -7.1% | +14.1% | +9.2% |
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