+694.6%
MLM vs GNRC
+1,963.7%
-1,269.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | -4.1% | -10.7% | +6.6% | -1.8% |
| 30D | +8.2% | -20.1% | +28.3% | +13.3% |
| 3M | -3.6% | -16.3% | +12.7% | -0.8% |
| 6M | -15.6% | -33.9% | +18.3% | -9.1% |
| YTD | -16.4% | +29.6% | -46.1% | -24.8% |
| 1Y | -14.3% | +14.9% | -29.3% | -20.8% |
| 3Y | +19.3% | +72.5% | -53.2% | -4.2% |
| 5Y | +29.6% | -60.1% | +89.7% | +39.7% |
| 10Y | +189.9% | +375.3% | -185.4% | +57.9% |
| All | +694.6% | +1,963.7% | -1,269.1% | +191.7% |
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