-15.4%
MDLN vs GD
+7.4%
-22.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.0% |
| 7D | -1.2% | -3.5% | +2.3% | -0.5% |
| 30D | -1.5% | -9.0% | +7.5% | +0.6% |
| 3M | +2.6% | +5.1% | -2.4% | +1.8% |
| 6M | -20.9% | -1.0% | -19.8% | -20.8% |
| YTD | -17.4% | +7.3% | -24.7% | -15.7% |
| All | -15.4% | +7.4% | -22.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling