-20.7%
MDLN vs GDDY
-21.3%
+0.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.1% |
| 7D | -11.1% | -3.2% | -7.9% | -10.6% |
| 30D | -8.4% | +6.8% | -15.2% | -9.4% |
| 3M | -12.4% | +30.5% | -42.9% | -16.8% |
| 6M | -23.3% | +13.3% | -36.6% | -26.0% |
| YTD | -22.5% | -21.0% | -1.6% | -19.6% |
| All | -20.7% | -21.3% | +0.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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