+120.9%
MPC vs GNRC
+6.8%
+114.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.2% |
| 7D | +5.4% | +1.9% | +3.5% | +5.3% |
| 30D | +31.0% | -13.8% | +44.8% | +31.9% |
| 3M | +46.0% | -32.6% | +78.7% | +49.1% |
| 6M | +77.3% | -15.2% | +92.5% | +76.6% |
| YTD | +141.9% | +37.4% | +104.5% | +124.7% |
| 1Y | +120.9% | +5.1% | +115.8% | +105.3% |
| All | +120.9% | +6.8% | +114.1% | +105.3% |
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 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