-34.6%
MP vs GNRC
+17.5%
-52.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.5% | +4.5% | -1.2% |
| 7D | -12.5% | -6.0% | -6.6% | -10.4% |
| 30D | -23.3% | -12.0% | -11.3% | -19.4% |
| 3M | -24.4% | -13.4% | -10.9% | -20.2% |
| 6M | -45.8% | -26.4% | -19.4% | -39.3% |
| YTD | -28.9% | +38.8% | -67.7% | -44.2% |
| 1Y | -34.6% | +20.9% | -55.5% | -43.7% |
| All | -34.6% | +17.5% | -52.1% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling