-20.7%
MDLN vs GME
-5.1%
-15.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | -11.1% | +10.4% | -21.5% | -12.4% |
| 30D | -8.4% | +14.1% | -22.4% | -10.1% |
| 3M | -12.4% | -4.6% | -7.7% | -12.0% |
| 6M | -23.3% | -13.5% | -9.7% | -22.7% |
| YTD | -22.5% | +5.3% | -27.9% | -23.4% |
| All | -20.7% | -5.1% | -15.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling