-15.2%
MCD vs GNRC
-0.8%
-14.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.6% |
| 30D | -7.0% | -15.8% | +8.8% | -7.7% |
| 3M | -9.8% | -24.0% | +14.2% | -11.1% |
| 6M | -21.8% | -13.8% | -8.0% | -23.0% |
| YTD | -15.6% | +33.2% | -48.8% | -17.6% |
| 1Y | -15.2% | -1.8% | -13.4% | -17.2% |
| All | -15.2% | -0.8% | -14.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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