+174.8%
MDT vs GRMN
+6,655.2%
-6,480.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | -2.9% | +6.1% | +3.8% |
| 30D | +9.5% | -8.4% | +17.9% | +11.2% |
| 3M | +16.0% | +15.0% | +1.0% | +12.7% |
| 6M | +0.2% | +11.2% | -11.0% | -2.2% |
| YTD | -0.3% | +37.7% | -38.0% | -6.6% |
| 1Y | +4.7% | +18.5% | -13.8% | +0.5% |
| 3Y | +26.5% | +175.8% | -149.3% | +1.8% |
| 5Y | -18.2% | +75.1% | -93.3% | -29.1% |
| 10Y | +40.0% | +637.0% | -597.0% | -5.0% |
| All | +174.8% | +6,655.2% | -6,480.4% | +27.2% |
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 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