+582.3%
MPC vs GNRC
-56.2%
+638.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +2.6% |
| 7D | +2.6% | +2.5% | +0.1% | +2.3% |
| 30D | -12.2% | -11.2% | -1.0% | -11.2% |
| 3M | +20.1% | -10.1% | +30.2% | +20.9% |
| 6M | +60.6% | -28.5% | +89.1% | +64.9% |
| YTD | +150.6% | +42.3% | +108.3% | +134.5% |
| 1Y | +104.7% | +22.8% | +81.8% | +94.7% |
| 3Y | +194.5% | +87.3% | +107.1% | +161.4% |
| 5Y | +582.3% | -56.9% | +639.2% | +540.0% |
| All | +582.3% | -56.2% | +638.5% | +540.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling