-20.7%
MDLN vs GAP
-21.4%
+0.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.2% |
| 7D | -11.1% | -4.1% | -7.0% | -10.8% |
| 30D | -8.4% | +6.2% | -14.6% | -8.8% |
| 3M | -12.4% | -0.7% | -11.7% | -12.7% |
| 6M | -23.3% | -7.1% | -16.1% | -23.0% |
| YTD | -22.5% | -14.1% | -8.5% | -21.3% |
| All | -20.7% | -21.4% | +0.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling