+140.5%
MLM vs GNRC
+377.3%
-236.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.0% | +11.9% | -13.9% | -4.7% |
| 30D | +9.5% | -10.0% | +19.5% | +11.6% |
| 3M | -4.7% | -13.1% | +8.3% | -2.8% |
| 6M | -10.7% | -28.5% | +17.7% | -5.5% |
| YTD | -16.6% | +41.4% | -58.0% | -27.1% |
| 1Y | -15.4% | +18.8% | -34.1% | -22.9% |
| 3Y | +15.9% | +86.3% | -70.3% | -10.7% |
| 5Y | +27.1% | -56.8% | +84.0% | +39.2% |
| All | +140.5% | +377.3% | -236.8% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling