+206.2%
MLM vs GRMN
+634.0%
-427.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.6% |
| 30D | -6.8% | -8.4% | +1.6% | -3.0% |
| 3M | -11.2% | +15.0% | -26.2% | -17.8% |
| 6M | -21.8% | +11.2% | -33.0% | -26.7% |
| YTD | -17.0% | +37.7% | -54.7% | -30.1% |
| 1Y | -16.4% | +18.5% | -34.8% | -24.9% |
| 3Y | +14.5% | +175.8% | -161.3% | -40.3% |
| 5Y | +41.7% | +75.1% | -33.4% | -5.1% |
| All | +206.2% | +634.0% | -427.8% | -8.6% |
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