-21.8%
MLM vs GNRC
-16.4%
-5.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.8% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -6.8% | -13.8% | +7.0% | -4.6% |
| 3M | -11.2% | -32.6% | +21.4% | -5.8% |
| 6M | -21.8% | -15.2% | -6.7% | -22.0% |
| All | -21.8% | -16.4% | -5.4% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling