-20.7%
MDLN vs GRAB
-38.6%
+18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -11.1% | -10.8% | -0.3% | -7.7% |
| 30D | -8.4% | -15.5% | +7.1% | -3.4% |
| 3M | -12.4% | -9.0% | -3.4% | -8.8% |
| 6M | -23.3% | -21.6% | -1.7% | -17.3% |
| YTD | -22.5% | -38.9% | +16.3% | -12.8% |
| All | -20.7% | -38.6% | +18.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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