+138.8%
MLM vs GRMN
+628.7%
-490.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | +9.0% | +1.2% | +7.8% | +8.2% |
| 3M | -5.6% | -8.9% | +3.3% | -1.8% |
| 6M | -10.7% | +23.0% | -33.7% | -20.2% |
| YTD | -17.2% | +41.2% | -58.4% | -31.3% |
| 1Y | -14.2% | +47.5% | -61.7% | -30.4% |
| 3Y | +15.6% | +155.8% | -140.1% | -36.7% |
| 5Y | +26.2% | +120.2% | -93.9% | -25.8% |
| All | +138.8% | +628.7% | -490.0% | -24.6% |
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