+689.4%
MLM vs GNRC
+2,087.1%
-1,397.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | -6.8% | -13.8% | +7.0% | -3.7% |
| 3M | -11.2% | -32.6% | +21.4% | -3.5% |
| 6M | -21.8% | -15.2% | -6.7% | -20.2% |
| YTD | -17.0% | +37.4% | -54.4% | -25.4% |
| 1Y | -16.4% | +5.1% | -21.5% | -20.5% |
| 3Y | +14.5% | +57.5% | -43.0% | -5.0% |
| 5Y | +41.7% | -58.7% | +100.5% | +52.9% |
| 10Y | +200.0% | +395.5% | -195.5% | +63.5% |
| All | +689.4% | +2,087.1% | -1,397.7% | +189.2% |
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