-20.7%
MDLN vs GNRC
+20.7%
-41.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.4% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -8.4% | -15.7% | +7.4% | -8.2% |
| 3M | -12.4% | -27.3% | +14.9% | -13.4% |
| 6M | -23.3% | -12.1% | -11.2% | -25.3% |
| YTD | -22.5% | +37.1% | -59.7% | -26.1% |
| All | -20.7% | +20.7% | -41.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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