-40.5%
MDB vs GNRC
-57.0%
+16.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +6.8% | +7.9% | -1.1% | +3.5% |
| 30D | -6.2% | -3.7% | -2.5% | -4.9% |
| 3M | -29.2% | -11.9% | -17.3% | -26.7% |
| 6M | +10.3% | -28.6% | +38.9% | +20.2% |
| YTD | -20.4% | +39.9% | -60.3% | -39.1% |
| 1Y | -4.8% | +23.4% | -28.2% | -22.9% |
| 3Y | -11.6% | +84.2% | -95.8% | -46.3% |
| All | -40.5% | -57.0% | +16.5% | -5.6% |
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