+14.5%
MDB vs GRMN
+18.2%
-3.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | -2.9% | -14.6% | -16.6% |
| 30D | -2.0% | -8.4% | +6.4% | +1.1% |
| 3M | -3.0% | +15.0% | -18.0% | -6.9% |
| 6M | +48.7% | +11.2% | +37.5% | +43.8% |
| YTD | -12.1% | +37.7% | -49.8% | -21.6% |
| 1Y | +14.5% | +18.5% | -4.0% | +4.2% |
| All | +14.5% | +18.2% | -3.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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