+117.2%
MPC vs GNRC
+17.5%
+99.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.5% | +1.4% | -7.4% |
| 7D | -10.9% | -6.0% | -4.9% | -10.4% |
| 30D | -9.4% | -12.0% | +2.6% | -8.6% |
| 3M | +26.0% | -13.4% | +39.4% | +26.9% |
| 6M | +56.5% | -26.4% | +82.9% | +58.1% |
| YTD | +144.3% | +38.8% | +105.4% | +115.2% |
| 1Y | +117.2% | +20.9% | +96.3% | +94.8% |
| All | +117.2% | +17.5% | +99.7% | +94.8% |
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 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