+5,731.6%
MU vs GNRC
+448.8%
+5,282.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.5% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +7.0% | -15.7% | +22.8% | +15.1% |
| 3M | -2.1% | -27.3% | +25.3% | +13.5% |
| 6M | +133.1% | -12.1% | +145.1% | +149.8% |
| YTD | +241.9% | +37.1% | +204.8% | +204.7% |
| 1Y | +548.8% | -0.5% | +549.2% | +549.9% |
| 3Y | +1,308.2% | +61.5% | +1,246.7% | +1,025.9% |
| 5Y | +1,260.7% | -58.6% | +1,319.3% | +1,664.1% |
| All | +5,731.6% | +448.8% | +5,282.8% | +1,875.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling