-17.0%
MDLN vs GSK
+1.1%
-18.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.2% | -3.6% | -2.6% | -4.5% |
| 30D | +0.7% | -5.9% | +6.6% | +3.8% |
| 3M | -5.4% | -4.3% | -1.2% | -3.4% |
| 6M | -21.6% | -10.8% | -10.8% | -17.7% |
| YTD | -18.9% | +1.8% | -20.7% | -19.0% |
| All | -17.0% | +1.1% | -18.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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