+443.0%
MP vs GNRC
+65.6%
+377.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.1% |
| 7D | -0.7% | +3.2% | -3.9% | -2.1% |
| 30D | -0.7% | -9.5% | +8.9% | +3.5% |
| 3M | 0.0% | -28.5% | +28.5% | +14.4% |
| 6M | -10.0% | -10.0% | 0.0% | -7.3% |
| YTD | +7.5% | +36.7% | -29.3% | -8.9% |
| 1Y | -14.0% | +2.6% | -16.6% | -18.4% |
| 3Y | +153.5% | +61.9% | +91.6% | +93.5% |
| 5Y | +62.7% | -59.0% | +121.8% | +96.2% |
| All | +443.0% | +65.6% | +377.4% | +504.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling