-13.8%
GNRC vs MKC
-18.5%
+4.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.9% |
| 7D | -0.7% | -2.8% | +2.1% | -2.0% |
| 30D | -15.8% | -3.4% | -12.5% | -16.9% |
| 3M | -24.0% | +3.8% | -27.8% | -21.2% |
| 6M | -13.8% | -17.9% | +4.2% | -16.7% |
| All | -13.8% | -18.5% | +4.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 6mo: compounded portfolio wealth divided by compounded MKC 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…
6mo analysis · Full analysis span regression · 6 months rolling