-21.0%
MDLN vs GAP
-23.6%
+2.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.7% |
| 7D | -11.5% | -6.3% | -5.2% | -11.0% |
| 30D | -7.6% | -0.2% | -7.3% | -7.6% |
| 3M | -11.4% | 0.0% | -11.4% | -11.7% |
| 6M | -24.5% | -8.1% | -16.4% | -24.1% |
| YTD | -22.9% | -16.5% | -6.4% | -21.5% |
| All | -21.0% | -23.6% | +2.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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