-10.8%
MDLN vs GME
-14.0%
+3.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.7% | +7.2% | -3.5% | +2.6% |
| 30D | -0.2% | +0.8% | -1.0% | -0.4% |
| 3M | +6.2% | -14.0% | +20.2% | +8.2% |
| 6M | -14.7% | -19.7% | +5.1% | -13.2% |
| YTD | -12.9% | -4.6% | -8.3% | -12.6% |
| All | -10.8% | -14.0% | +3.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling