+2.7%
MDT vs GRMN
+119.5%
-116.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +9.2% | +1.2% | +8.0% | +8.8% |
| 3M | +14.5% | -8.9% | +23.4% | +16.4% |
| 6M | +37.3% | +23.0% | +14.3% | +31.0% |
| YTD | +9.8% | +41.2% | -31.4% | +1.4% |
| 1Y | +10.5% | +47.5% | -37.0% | +1.1% |
| 3Y | +57.4% | +155.8% | -98.3% | +18.3% |
| All | +2.7% | +119.5% | -116.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling