+2,110.1%
GNRC vs MKC
+299.9%
+1,810.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -0.2% | -1.5% | +1.3% | +0.4% |
| 30D | -15.7% | -3.1% | -12.6% | -14.9% |
| 3M | -27.3% | +5.2% | -32.5% | -29.8% |
| 6M | -12.1% | -12.8% | +0.8% | -8.6% |
| YTD | +37.1% | -23.3% | +60.4% | +49.8% |
| 1Y | -0.5% | -24.1% | +23.6% | +8.8% |
| 3Y | +61.5% | -32.1% | +93.6% | +81.7% |
| 5Y | -58.6% | -32.8% | -25.8% | -54.4% |
| 10Y | +446.3% | +29.9% | +416.4% | +282.2% |
| All | +2,110.1% | +299.9% | +1,810.3% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling