+1,384.0%
MU vs GNRC
+61.2%
+1,322.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.8% |
| 7D | +7.5% | +3.2% | +4.3% | +5.7% |
| 30D | +19.4% | -9.5% | +28.9% | +25.5% |
| 3M | +9.8% | -28.5% | +38.4% | +32.9% |
| 6M | +164.1% | -10.0% | +174.1% | +187.5% |
| YTD | +260.3% | +36.7% | +223.6% | +224.9% |
| 1Y | +661.2% | +2.6% | +658.6% | +669.3% |
| All | +1,384.0% | +61.2% | +1,322.9% | +1,050.3% |
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 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