-3.3%
MDLN vs GD
+7.2%
-10.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +23.4% | -5.0% | +28.4% | +23.6% |
| 30D | +11.8% | +8.9% | +2.9% | +9.7% |
| 3M | +14.9% | -8.0% | +22.9% | +16.4% |
| 6M | -5.6% | +2.9% | -8.5% | -6.7% |
| YTD | -5.6% | +7.1% | -12.7% | -4.2% |
| All | -3.3% | +7.2% | -10.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling