+1,509.7%
MLM vs GRMN
+6,655.2%
-5,145.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.0% |
| 30D | -6.8% | -8.4% | +1.6% | -4.2% |
| 3M | -11.2% | +15.0% | -26.2% | -15.6% |
| 6M | -21.8% | +11.2% | -33.0% | -25.0% |
| YTD | -17.0% | +37.7% | -54.7% | -25.6% |
| 1Y | -16.4% | +18.5% | -34.8% | -21.9% |
| 3Y | +14.5% | +175.8% | -161.3% | -20.2% |
| 5Y | +41.7% | +75.1% | -33.4% | +12.9% |
| 10Y | +200.0% | +637.0% | -437.0% | +58.4% |
| All | +1,509.7% | +6,655.2% | -5,145.5% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling