+1,010.1%
MDB vs GNRC
+281.7%
+728.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.1% |
| 7D | -18.0% | +4.8% | -22.9% | -19.7% |
| 30D | -10.7% | -10.4% | -0.4% | -7.1% |
| 3M | +1.0% | -28.5% | +29.4% | +12.9% |
| 6M | +31.6% | -6.8% | +38.4% | +26.9% |
| YTD | -15.2% | +39.5% | -54.7% | -33.9% |
| 1Y | +10.1% | +3.4% | +6.7% | -2.5% |
| 3Y | -5.6% | +65.1% | -70.8% | -37.7% |
| 5Y | -24.5% | -57.1% | +32.5% | -8.9% |
| All | +1,010.1% | +281.7% | +728.4% | +330.6% |
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 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