+229.2%
MXL vs GNRC
+61.6%
+167.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +5.5% |
| 7D | +18.9% | -0.2% | +19.0% | +19.1% |
| 30D | +0.3% | -15.7% | +16.1% | +13.3% |
| 3M | -8.0% | -27.3% | +19.3% | +18.7% |
| 6M | +341.2% | -12.1% | +353.3% | +414.4% |
| YTD | +327.8% | +37.1% | +290.7% | +291.1% |
| 1Y | +364.9% | -0.5% | +365.4% | +401.0% |
| 3Y | +229.2% | +61.5% | +167.7% | +145.9% |
| All | +229.2% | +61.6% | +167.6% | +145.9% |
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