+875.5%
MDB vs GRMN
+543.7%
+331.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | -11.4% | +4.7% | -16.1% | -14.2% |
| 30D | -13.8% | +3.4% | -17.2% | -16.3% |
| 3M | -15.5% | -5.0% | -10.4% | -13.3% |
| 6M | +17.9% | +18.6% | -0.7% | +2.7% |
| YTD | -25.5% | +42.5% | -68.0% | -43.5% |
| 1Y | -12.1% | +42.3% | -54.4% | -33.4% |
| 3Y | -5.9% | +158.5% | -164.3% | -58.6% |
| 5Y | -43.7% | +123.6% | -167.3% | -72.7% |
| All | +875.5% | +543.7% | +331.8% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling