-1.7%
MCD vs GNRC
+64.4%
-66.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -2.0% | +4.8% | -6.9% | -2.0% |
| 30D | -6.1% | -10.4% | +4.2% | -6.1% |
| 3M | -7.3% | -28.5% | +21.2% | -7.2% |
| 6M | -20.9% | -6.8% | -14.2% | -21.6% |
| YTD | -14.7% | +39.5% | -54.1% | -16.7% |
| 1Y | -16.1% | +3.4% | -19.5% | -17.3% |
| All | -1.7% | +64.4% | -66.1% | -7.2% |
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