+8.6%
MCD vs GNRC
+86.4%
-77.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +7.9% | -9.6% | -1.6% |
| 30D | +14.1% | -3.7% | +17.8% | +14.0% |
| 3M | +0.6% | -11.9% | +12.6% | +0.6% |
| 6M | 0.0% | -28.6% | +28.6% | -0.1% |
| YTD | -9.3% | +39.9% | -49.2% | -11.6% |
| 1Y | -9.3% | +23.4% | -32.7% | -11.3% |
| 3Y | +8.6% | +84.2% | -75.6% | +0.2% |
| All | +8.6% | +86.4% | -77.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling