-20.7%
MDLN vs GLXY
-0.1%
-20.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -11.1% | -7.3% | -3.8% | -10.8% |
| 30D | -8.4% | +15.7% | -24.1% | -9.0% |
| 3M | -12.4% | -26.7% | +14.3% | -11.5% |
| 6M | -23.3% | +13.7% | -37.0% | -23.6% |
| YTD | -22.5% | +9.1% | -31.7% | -21.9% |
| All | -20.7% | -0.1% | -20.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling