+264.6%
MP vs GNRC
+61.5%
+203.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -1.8% |
| 7D | -3.6% | -13.1% | +9.5% | +2.3% |
| 30D | -21.0% | -19.2% | -1.8% | -13.6% |
| 3M | -33.3% | -11.8% | -21.5% | -30.6% |
| 6M | -45.9% | -32.5% | -13.4% | -37.4% |
| YTD | -27.8% | +33.3% | -61.1% | -38.9% |
| 1Y | -43.2% | +16.0% | -59.2% | -49.0% |
| 3Y | +144.0% | +75.5% | +68.5% | +79.5% |
| 5Y | -6.1% | -58.7% | +52.6% | +12.4% |
| All | +264.6% | +61.5% | +203.1% | +305.5% |
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