-15.4%
MDLN vs GAP
-18.3%
+2.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -1.5% | +9.3% | -10.9% | -2.3% |
| 3M | +2.6% | +6.1% | -3.5% | +1.8% |
| 6M | -20.9% | -2.3% | -18.6% | -20.9% |
| YTD | -17.4% | -10.6% | -6.8% | -16.3% |
| All | -15.4% | -18.3% | +2.9% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling