+18.9%
MLM vs GNRC
+62.7%
-43.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | +1.4% | +4.8% | -3.4% | +0.6% |
| 30D | -6.5% | -10.4% | +3.9% | -4.9% |
| 3M | -7.4% | -28.5% | +21.0% | -2.8% |
| 6M | -15.8% | -6.8% | -9.0% | -15.9% |
| YTD | -17.4% | +39.5% | -56.9% | -24.3% |
| 1Y | -17.9% | +3.4% | -21.3% | -20.5% |
| 3Y | +18.9% | +65.1% | -46.3% | -6.4% |
| All | +18.9% | +62.7% | -43.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling