+209.3%
MLM vs GNRC
+425.3%
-216.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.5% |
| 30D | -8.3% | -9.5% | +1.2% | -6.2% |
| 3M | -12.0% | -28.5% | +16.6% | -5.2% |
| 6M | -17.6% | -10.0% | -7.7% | -17.1% |
| YTD | -18.9% | +36.7% | -55.6% | -27.7% |
| 1Y | -17.6% | +2.6% | -20.2% | -21.5% |
| 3Y | +16.8% | +61.9% | -45.1% | -5.9% |
| 5Y | +41.0% | -59.0% | +100.1% | +58.1% |
| 10Y | +209.3% | +444.8% | -235.5% | +20.8% |
| All | +209.3% | +425.3% | -216.0% | +20.8% |
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