-21.0%
MDLN vs GFS
+24.2%
-45.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -11.5% | +3.2% | -14.7% | -11.6% |
| 30D | -7.6% | -9.6% | +2.0% | -7.2% |
| 3M | -11.4% | -38.5% | +27.1% | -11.6% |
| 6M | -24.5% | -1.3% | -23.2% | -27.6% |
| YTD | -22.9% | +31.8% | -54.7% | -22.4% |
| All | -21.0% | +24.2% | -45.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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