+714.3%
MLM vs GNRC
+2,103.5%
-1,389.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.9% |
| 7D | -3.8% | -6.6% | +2.7% | -2.6% |
| 30D | +11.0% | -16.1% | +27.1% | +15.0% |
| 3M | -3.1% | -11.1% | +8.0% | -1.7% |
| 6M | -9.8% | -29.9% | +20.2% | -4.2% |
| YTD | -14.4% | +38.4% | -52.8% | -24.1% |
| 1Y | -12.6% | +21.5% | -34.1% | -20.2% |
| 3Y | +19.7% | +83.5% | -63.8% | -5.2% |
| 5Y | +29.8% | -57.1% | +86.8% | +37.5% |
| 10Y | +153.5% | +372.1% | -218.6% | +38.0% |
| All | +714.3% | +2,103.5% | -1,389.2% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling