-24.5%
MDLN vs GAP
-6.7%
-17.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -11.8% |
| 6M | -24.5% | -8.1% | -16.4% | -23.2% |
| All | -24.5% | -6.7% | -17.8% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling