+113.2%
MPC vs GNRC
+21.5%
+91.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +9.4% | +11.9% | -2.5% | +8.3% |
| 30D | -13.4% | -10.0% | -3.5% | -12.9% |
| 3M | +18.9% | -13.1% | +32.0% | +19.7% |
| 6M | +64.9% | -28.5% | +93.4% | +67.6% |
| YTD | +156.8% | +41.4% | +115.4% | +121.5% |
| 1Y | +113.2% | +18.8% | +94.4% | +88.8% |
| All | +113.2% | +21.5% | +91.7% | +88.8% |
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