-17.0%
MDLN vs GTLB
+21.1%
-38.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -6.2% | -6.6% | +0.4% | -5.6% |
| 30D | +0.7% | +13.7% | -13.0% | -0.3% |
| 3M | -5.4% | +52.9% | -58.3% | -8.6% |
| 6M | -21.6% | +88.5% | -110.0% | -24.7% |
| YTD | -18.9% | +23.4% | -42.4% | -22.8% |
| All | -17.0% | +21.1% | -38.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling