+181.2%
MLM vs GRMN
+668.8%
-487.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -4.1% | +4.7% | -8.9% | -6.1% |
| 30D | +8.2% | +3.4% | +4.8% | +6.3% |
| 3M | -3.6% | -5.0% | +1.4% | -1.6% |
| 6M | -15.6% | +18.6% | -34.1% | -23.2% |
| YTD | -16.4% | +42.5% | -58.9% | -31.0% |
| 1Y | -14.3% | +42.3% | -56.7% | -29.3% |
| 3Y | +19.3% | +158.5% | -139.2% | -35.1% |
| 5Y | +29.6% | +123.6% | -94.0% | -24.6% |
| All | +181.2% | +668.8% | -487.5% | -14.6% |
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