-15.0%
MP vs GNRC
+6.8%
-21.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | +13.8% | -13.8% | +27.6% | +20.4% |
| 3M | -16.7% | -32.6% | +15.9% | -3.8% |
| 6M | -11.5% | -15.2% | +3.7% | -7.3% |
| YTD | +7.9% | +37.4% | -29.4% | -6.0% |
| 1Y | -15.0% | +5.1% | -20.2% | -20.5% |
| All | -15.0% | +6.8% | -21.8% | -20.5% |
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