+364.9%
MXL vs GNRC
+0.9%
+364.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +4.8% |
| 7D | +18.9% | -0.2% | +19.0% | +19.1% |
| 30D | +0.3% | -15.7% | +16.1% | +17.5% |
| 3M | -8.0% | -27.3% | +19.3% | +27.5% |
| 6M | +341.2% | -12.1% | +353.3% | +437.0% |
| YTD | +327.8% | +37.1% | +290.7% | +307.7% |
| 1Y | +364.9% | -0.5% | +365.4% | +424.5% |
| All | +364.9% | +0.9% | +364.0% | +424.5% |
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