+679.9%
MPC vs GNRC
-58.2%
+738.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +3.2% | +3.2% | +0.1% | +2.8% |
| 30D | +25.0% | -9.5% | +34.6% | +26.4% |
| 3M | +55.2% | -28.5% | +83.7% | +60.2% |
| 6M | +86.4% | -10.0% | +96.4% | +86.1% |
| YTD | +148.5% | +36.7% | +111.7% | +134.3% |
| 1Y | +121.7% | +2.6% | +119.1% | +115.7% |
| 3Y | +172.9% | +61.9% | +111.0% | +146.1% |
| 5Y | +679.9% | -59.0% | +739.0% | +717.3% |
| All | +679.9% | -58.2% | +738.1% | +717.3% |
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