+21.5%
MLM vs GRMN
+161.0%
-139.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.9% |
| 7D | -1.2% | +2.3% | -3.5% | -1.8% |
| 30D | +7.9% | +2.6% | +5.4% | +7.2% |
| 3M | -4.5% | -5.0% | +0.5% | -3.5% |
| 6M | -12.6% | +23.1% | -35.7% | -17.5% |
| YTD | -14.9% | +42.9% | -57.8% | -22.5% |
| 1Y | -13.1% | +41.7% | -54.8% | -20.8% |
| All | +21.5% | +161.0% | -139.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling