+38.0%
MDT vs GRMN
+646.1%
-608.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +1.0% | -12.1% | +13.1% | +4.8% |
| 3M | +15.2% | +18.0% | -2.8% | +9.0% |
| 6M | +3.7% | +13.7% | -10.0% | -1.1% |
| YTD | -3.0% | +35.3% | -38.3% | -12.7% |
| 1Y | +2.5% | +17.2% | -14.8% | -4.0% |
| 3Y | +26.5% | +179.6% | -153.2% | -17.9% |
| 5Y | -18.3% | +75.6% | -93.8% | -36.8% |
| All | +38.0% | +646.1% | -608.1% | -32.5% |
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