+153.5%
MLM vs GRMN
+693.0%
-539.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.5% |
| 7D | -3.8% | +6.4% | -10.2% | -6.5% |
| 30D | +11.0% | +8.7% | +2.3% | +6.6% |
| 3M | -3.1% | -5.8% | +2.7% | -0.7% |
| 6M | -9.8% | +22.5% | -32.3% | -19.2% |
| YTD | -14.4% | +45.6% | -60.0% | -29.9% |
| 1Y | -12.6% | +47.5% | -60.0% | -28.9% |
| 3Y | +19.7% | +166.2% | -146.5% | -35.6% |
| 5Y | +29.8% | +124.1% | -94.3% | -24.1% |
| 10Y | +153.5% | +668.0% | -514.5% | -19.8% |
| All | +153.5% | +693.0% | -539.5% | -19.8% |
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