+532.6%
MCD vs GNRC
+2,087.1%
-1,554.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -2.8% | +1.9% | -4.8% | -3.0% |
| 30D | -6.0% | -13.8% | +7.8% | -4.8% |
| 3M | -5.6% | -32.6% | +27.1% | -2.5% |
| 6M | -21.9% | -15.2% | -6.7% | -21.5% |
| YTD | -14.7% | +37.4% | -52.1% | -18.8% |
| 1Y | -17.3% | +5.1% | -22.4% | -19.4% |
| 3Y | -2.2% | +57.5% | -59.7% | -10.5% |
| 5Y | +20.3% | -58.7% | +79.0% | +25.3% |
| 10Y | +180.7% | +395.5% | -214.8% | +104.9% |
| All | +532.6% | +2,087.1% | -1,554.5% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling