+714.8%
MCHP vs GNRC
+2,020.8%
-1,306.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -11.1% | -15.8% | +4.7% | -5.7% |
| 3M | -18.1% | -24.0% | +5.9% | -9.6% |
| 6M | +10.8% | -13.8% | +24.6% | +16.9% |
| YTD | +14.2% | +33.2% | -19.0% | +3.0% |
| 1Y | +13.5% | -1.8% | +15.3% | +12.7% |
| 3Y | -2.0% | +57.7% | -59.7% | -18.4% |
| 5Y | +1.4% | -59.7% | +61.1% | +19.4% |
| 10Y | +195.5% | +430.7% | -235.2% | +71.2% |
| All | +714.8% | +2,020.8% | -1,306.0% | +230.9% |
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