+68.9%
MP vs GNRC
-57.1%
+126.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +3.0% | +4.8% | -1.8% | +0.9% |
| 30D | +8.3% | -10.4% | +18.7% | +13.3% |
| 3M | -3.8% | -28.5% | +24.6% | +10.2% |
| 6M | -4.9% | -6.8% | +1.9% | -3.6% |
| YTD | +9.6% | +39.5% | -29.9% | -8.3% |
| 1Y | -11.7% | +3.4% | -15.1% | -16.7% |
| 3Y | +158.5% | +65.1% | +93.4% | +94.4% |
| 5Y | +68.9% | -57.1% | +126.0% | +102.3% |
| All | +68.9% | -57.1% | +126.0% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling