-16.4%
MLM vs GNRC
+6.8%
-23.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.9% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | -6.8% | -13.8% | +7.0% | -5.4% |
| 3M | -11.2% | -32.6% | +21.4% | -7.9% |
| 6M | -21.8% | -15.2% | -6.7% | -21.0% |
| YTD | -17.0% | +37.4% | -54.4% | -20.3% |
| 1Y | -16.4% | +5.1% | -21.5% | -17.8% |
| All | -16.4% | +6.8% | -23.1% | -17.8% |
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