+1,739.5%
MULL vs GNRC
+0.9%
+1,738.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -4.7% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +9.7% | -15.7% | +25.4% | +34.3% |
| 3M | -26.8% | -27.3% | +0.6% | +18.4% |
| 6M | +220.7% | -12.1% | +232.8% | +360.5% |
| YTD | +509.0% | +37.1% | +471.9% | +577.3% |
| 1Y | +1,739.5% | -0.5% | +1,740.0% | +2,345.3% |
| All | +1,739.5% | +0.9% | +1,738.6% | +2,345.3% |
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 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