+3.0%
MCHP vs GNRC
-58.7%
+61.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +2.5% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -6.0% | -15.7% | +9.7% | +0.4% |
| 3M | -19.7% | -27.3% | +7.7% | -8.8% |
| 6M | +14.0% | -12.1% | +26.1% | +20.2% |
| YTD | +18.4% | +37.1% | -18.7% | +4.9% |
| 1Y | +17.1% | -0.5% | +17.6% | +15.9% |
| 3Y | +0.7% | +61.5% | -60.8% | -18.1% |
| All | +3.0% | -58.7% | +61.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling