+445.3%
MP vs GNRC
+66.4%
+378.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.4% |
| 7D | -2.9% | +1.9% | -4.8% | -3.7% |
| 30D | +13.8% | -13.8% | +27.6% | +20.9% |
| 3M | -16.7% | -32.6% | +15.9% | -2.1% |
| 6M | -11.5% | -15.2% | +3.7% | -6.7% |
| YTD | +7.9% | +37.4% | -29.4% | -8.7% |
| 1Y | -15.0% | +5.1% | -20.2% | -20.2% |
| 3Y | +153.5% | +57.5% | +96.0% | +95.7% |
| 5Y | +58.7% | -58.7% | +117.4% | +90.7% |
| All | +445.3% | +66.4% | +378.9% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling