+26.5%
MLM vs GRMN
+119.5%
-93.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | +9.0% | +1.2% | +7.8% | +8.4% |
| 3M | -5.6% | -8.9% | +3.3% | -2.6% |
| 6M | -10.7% | +23.0% | -33.7% | -18.3% |
| YTD | -17.2% | +41.2% | -58.4% | -28.6% |
| 1Y | -14.2% | +47.5% | -61.7% | -27.3% |
| 3Y | +15.6% | +155.8% | -140.1% | -32.9% |
| All | +26.5% | +119.5% | -93.0% | -21.9% |
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