-25.3%
MDB vs GNRC
-58.7%
+33.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -4.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.9% |
| 30D | -17.3% | -15.7% | -1.5% | -12.0% |
| 3M | +2.2% | -27.3% | +29.5% | +13.0% |
| 6M | +33.9% | -12.1% | +45.9% | +31.9% |
| YTD | -13.7% | +37.1% | -50.8% | -32.5% |
| 1Y | +9.1% | -0.5% | +9.5% | -2.0% |
| 3Y | -8.1% | +61.5% | -69.7% | -39.7% |
| All | -25.3% | -58.7% | +33.4% | -7.0% |
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