+32.5%
MLM vs GRMN
+124.6%
-92.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.7% |
| 7D | -3.8% | +6.4% | -10.2% | -6.0% |
| 30D | +11.0% | +8.7% | +2.3% | +7.5% |
| 3M | -3.1% | -5.8% | +2.7% | -1.2% |
| 6M | -9.8% | +22.5% | -32.3% | -17.3% |
| YTD | -14.4% | +45.6% | -60.0% | -26.9% |
| 1Y | -12.6% | +47.5% | -60.0% | -25.8% |
| 3Y | +19.7% | +166.2% | -146.5% | -31.7% |
| All | +32.5% | +124.6% | -92.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling