-1.6%
MDLN vs GTLB
+36.9%
-38.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | 0.0% | +18.4% | +18.4% |
| 7D | +24.7% | -9.7% | +34.3% | +25.7% |
| 30D | +12.7% | +1.7% | +11.0% | +12.4% |
| 3M | -4.0% | +43.6% | -47.6% | -7.0% |
| 6M | -8.7% | +113.0% | -121.7% | -13.3% |
| YTD | -3.9% | +39.5% | -43.5% | -9.6% |
| All | -1.6% | +36.9% | -38.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling