+265.1%
MU vs GNRC
+17.5%
+247.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.5% | +2.5% | -1.2% |
| 7D | -19.1% | -6.0% | -13.2% | -16.1% |
| 30D | -25.2% | -12.0% | -13.2% | -19.5% |
| 3M | -10.9% | -13.4% | +2.5% | -3.6% |
| 6M | +38.0% | -26.4% | +64.4% | +71.8% |
| YTD | +178.8% | +38.8% | +140.0% | +171.6% |
| 1Y | +265.1% | +20.9% | +244.2% | +276.6% |
| All | +265.1% | +17.5% | +247.6% | +276.6% |
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