-21.0%
MDLN vs GD
+6.7%
-27.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -11.5% | -3.2% | -8.3% | -10.9% |
| 30D | -7.6% | -9.6% | +2.0% | -5.4% |
| 3M | -11.4% | +4.3% | -15.7% | -12.0% |
| 6M | -24.5% | +0.5% | -25.0% | -24.4% |
| YTD | -22.9% | +6.6% | -29.5% | -21.2% |
| All | -21.0% | +6.7% | -27.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling