+0.7%
MCHP vs GNRC
+61.6%
-60.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +2.2% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -6.0% | -15.7% | +9.7% | +2.3% |
| 3M | -19.7% | -27.3% | +7.7% | -5.7% |
| 6M | +14.0% | -12.1% | +26.1% | +21.7% |
| YTD | +18.4% | +37.1% | -18.7% | +0.6% |
| 1Y | +17.1% | -0.5% | +17.6% | +15.2% |
| 3Y | +0.7% | +61.5% | -60.8% | -23.3% |
| All | +0.7% | +61.6% | -60.9% | -23.3% |
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 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