-3.7%
MDLN vs GD
+10.0%
-13.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | +9.9% | +8.6% | +1.2% | +8.1% |
| 3M | +10.9% | -7.1% | +18.0% | +12.7% |
| 6M | +2.0% | +7.5% | -5.5% | +0.5% |
| YTD | -6.0% | +9.9% | -15.9% | -4.7% |
| All | -3.7% | +10.0% | -13.7% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling