+2,802.6%
MULL vs GNRC
+6.8%
+2,795.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +8.9% |
| 7D | +17.3% | +1.9% | +15.4% | +15.0% |
| 30D | +23.5% | -13.8% | +37.3% | +47.7% |
| 3M | -24.0% | -32.6% | +8.7% | +35.4% |
| 6M | +276.7% | -15.2% | +291.9% | +459.3% |
| YTD | +565.1% | +37.4% | +527.7% | +629.1% |
| 1Y | +2,802.6% | +5.1% | +2,797.4% | +3,766.1% |
| All | +2,802.6% | +6.8% | +2,795.8% | +3,766.1% |
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