+950.8%
MU vs GNRC
+86.4%
+864.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | +12.8% | +7.9% | +4.9% | +8.2% |
| 30D | -14.9% | -3.7% | -11.2% | -12.3% |
| 3M | -18.0% | -11.9% | -6.1% | -12.4% |
| 6M | -3.1% | -28.6% | +25.5% | +18.1% |
| YTD | +172.9% | +39.9% | +133.0% | +140.2% |
| 1Y | +228.8% | +23.4% | +205.5% | +205.4% |
| 3Y | +950.8% | +84.2% | +866.6% | +710.9% |
| All | +950.8% | +86.4% | +864.5% | +710.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling