-14.3%
MLM vs GRMN
+41.5%
-55.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -4.1% | +4.7% | -8.9% | -5.3% |
| 30D | +8.2% | +3.4% | +4.8% | +7.1% |
| 3M | -3.6% | -5.0% | +1.4% | -2.5% |
| 6M | -15.6% | +18.6% | -34.1% | -20.1% |
| YTD | -16.4% | +42.5% | -58.9% | -25.9% |
| 1Y | -14.3% | +42.3% | -56.7% | -24.0% |
| All | -14.3% | +41.5% | -55.8% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling