-9.1%
MDB vs GNRC
+61.2%
-70.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.1% |
| 7D | -4.5% | +3.2% | -7.7% | -5.2% |
| 30D | -14.0% | -9.5% | -4.5% | -12.4% |
| 3M | +5.3% | -28.5% | +33.9% | +11.0% |
| 6M | +31.9% | -10.0% | +41.8% | +28.0% |
| YTD | -14.6% | +36.7% | -51.4% | -28.8% |
| 1Y | +8.2% | +2.6% | +5.7% | -1.1% |
| All | -9.1% | +61.2% | -70.3% | -27.4% |
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