+25.7%
MLM vs GNRC
-60.8%
+86.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | -4.1% | -10.7% | +6.6% | -2.2% |
| 30D | +8.2% | -20.1% | +28.3% | +12.4% |
| 3M | -3.6% | -16.3% | +12.7% | -1.2% |
| 6M | -15.6% | -33.9% | +18.3% | -10.1% |
| YTD | -16.4% | +29.6% | -46.1% | -23.8% |
| 1Y | -14.3% | +14.9% | -29.3% | -20.1% |
| 3Y | +19.3% | +72.5% | -53.2% | -2.3% |
| All | +25.7% | -60.8% | +86.5% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling