-10.5%
MLM vs GNRC
+17.5%
-28.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.5% | +11.9% | +3.1% |
| 7D | +9.1% | -6.0% | +15.1% | +9.5% |
| 30D | +14.6% | -12.0% | +26.7% | +15.7% |
| 3M | +0.3% | -13.4% | +13.7% | +1.4% |
| 6M | -7.5% | -26.4% | +18.9% | -5.2% |
| YTD | -10.2% | +38.8% | -49.1% | -15.2% |
| 1Y | -10.5% | +20.9% | -31.4% | -13.5% |
| All | -10.5% | +17.5% | -28.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling