+25.7%
MMM vs GRAB
-72.0%
+97.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -3.2% | -12.0% | +8.8% | -2.3% |
| 30D | -10.7% | -19.5% | +8.8% | -9.2% |
| 3M | +4.3% | -8.0% | +12.2% | +4.8% |
| 6M | +5.9% | -22.2% | +28.1% | +7.8% |
| YTD | +3.2% | -39.7% | +42.8% | +7.0% |
| 1Y | +8.0% | -43.2% | +51.2% | +12.3% |
| 3Y | +99.1% | -19.1% | +118.2% | +99.8% |
| 5Y | +25.7% | -72.0% | +97.7% | +21.3% |
| All | +25.7% | -72.0% | +97.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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