+1,131.4%
MPC vs GNRC
+448.8%
+682.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.2% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +14.0% | -15.7% | +29.7% | +18.4% |
| 3M | +52.2% | -27.3% | +79.6% | +62.3% |
| 6M | +75.8% | -12.1% | +87.8% | +76.3% |
| YTD | +146.3% | +37.1% | +109.2% | +118.7% |
| 1Y | +120.8% | -0.5% | +121.3% | +110.8% |
| 3Y | +172.6% | +61.5% | +111.1% | +119.0% |
| 5Y | +678.2% | -58.6% | +736.8% | +811.7% |
| All | +1,131.4% | +448.8% | +682.6% | +253.9% |
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