-17.9%
MLM vs GNRC
+5.0%
-22.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | +1.4% | +4.8% | -3.4% | +0.9% |
| 30D | -6.5% | -10.4% | +3.9% | -5.5% |
| 3M | -7.4% | -28.5% | +21.0% | -4.6% |
| 6M | -15.8% | -6.8% | -9.0% | -15.4% |
| YTD | -17.4% | +39.5% | -56.9% | -20.8% |
| 1Y | -17.9% | +3.4% | -21.3% | -19.1% |
| All | -17.9% | +5.0% | -22.9% | -19.1% |
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