+3,298.1%
MPC vs GNRC
+1,433.4%
+1,864.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +9.4% | +11.9% | -2.5% | +6.5% |
| 30D | -13.4% | -10.0% | -3.5% | -11.6% |
| 3M | +18.9% | -13.1% | +32.0% | +21.5% |
| 6M | +64.9% | -28.5% | +93.4% | +73.9% |
| YTD | +156.8% | +41.4% | +115.4% | +125.1% |
| 1Y | +113.2% | +18.8% | +94.4% | +94.6% |
| 3Y | +201.8% | +86.3% | +115.5% | +135.0% |
| 5Y | +601.4% | -56.8% | +658.2% | +656.9% |
| 10Y | +1,166.0% | +382.1% | +783.9% | +488.7% |
| All | +3,298.1% | +1,433.4% | +1,864.8% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling