+1,065.8%
MDB vs GRMN
+511.2%
+554.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -2.8% | -1.8% | -1.0% | -1.6% |
| 30D | -14.9% | -12.1% | -2.8% | -7.2% |
| 3M | +7.3% | +18.0% | -10.6% | -5.0% |
| 6M | +38.2% | +13.7% | +24.5% | +24.1% |
| YTD | -10.9% | +35.3% | -46.2% | -29.4% |
| 1Y | +11.6% | +17.2% | -5.6% | -3.3% |
| 3Y | -0.9% | +179.6% | -180.5% | -59.4% |
| 5Y | -23.5% | +75.6% | -99.1% | -56.6% |
| All | +1,065.8% | +511.2% | +554.6% | +221.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling