-17.0%
MDLN vs GPC
+8.1%
-25.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | +0.7% | +1.3% | -0.6% | +0.4% |
| 3M | -5.4% | +37.1% | -42.5% | -9.3% |
| 6M | -21.6% | +23.2% | -44.8% | -25.1% |
| YTD | -18.9% | +13.1% | -32.0% | -28.5% |
| All | -17.0% | +8.1% | -25.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling