+475.1%
MULL vs GNRC
+17.5%
+457.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.5% | -4.2% | -2.2% |
| 7D | -35.9% | -6.0% | -29.9% | -30.8% |
| 30D | -47.3% | -12.0% | -35.3% | -38.0% |
| 3M | -30.6% | -13.4% | -17.2% | -17.4% |
| 6M | +13.7% | -26.4% | +40.1% | +95.3% |
| YTD | +272.1% | +38.8% | +233.3% | +301.6% |
| 1Y | +475.1% | +20.9% | +454.2% | +600.6% |
| All | +475.1% | +17.5% | +457.5% | +600.6% |
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