+1,171.8%
MPC vs GNRC
+372.1%
+799.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +11.2% | +7.9% | +3.3% | +9.3% |
| 30D | -14.5% | -3.7% | -10.8% | -14.0% |
| 3M | +16.7% | -11.9% | +28.6% | +18.8% |
| 6M | +67.6% | -28.6% | +96.2% | +76.6% |
| YTD | +157.9% | +39.9% | +118.0% | +126.2% |
| 1Y | +116.7% | +23.4% | +93.3% | +95.6% |
| 3Y | +199.8% | +84.2% | +115.5% | +132.1% |
| 5Y | +604.4% | -57.3% | +661.7% | +716.8% |
| All | +1,171.8% | +372.1% | +799.7% | +292.8% |
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 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