+224.6%
MDT vs GNRC
+2,020.8%
-1,796.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +1.0% | -15.8% | +16.9% | +3.4% |
| 3M | +15.2% | -24.0% | +39.2% | +18.8% |
| 6M | +3.7% | -13.8% | +17.5% | +4.1% |
| YTD | -3.0% | +33.2% | -36.2% | -9.5% |
| 1Y | +2.5% | -1.8% | +4.3% | -0.3% |
| 3Y | +26.5% | +57.7% | -31.3% | +10.9% |
| 5Y | -18.3% | -59.7% | +41.5% | -14.1% |
| 10Y | +40.2% | +430.7% | -390.6% | -13.5% |
| All | +224.6% | +2,020.8% | -1,796.2% | +47.7% |
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