+29.9%
MCHP vs GNRC
+17.5%
+12.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.5% | +6.3% | +1.3% |
| 7D | -5.4% | -6.0% | +0.6% | -2.7% |
| 30D | -7.5% | -12.0% | +4.5% | -2.1% |
| 3M | -6.0% | -13.4% | +7.4% | 0.0% |
| 6M | -20.1% | -26.4% | +6.3% | -6.9% |
| YTD | +20.2% | +38.8% | -18.6% | +4.7% |
| 1Y | +29.9% | +20.9% | +9.0% | +22.7% |
| All | +29.9% | +17.5% | +12.4% | +22.7% |
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