+57.7%
MMM vs GRAB
-72.8%
+130.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | -5.0% | +4.6% | -0.1% |
| 30D | +12.1% | +11.3% | +0.8% | +11.3% |
| 3M | +1.4% | -12.4% | +13.9% | +2.1% |
| 6M | +26.6% | -10.7% | +37.3% | +27.2% |
| YTD | +16.8% | -35.1% | +51.9% | +19.4% |
| 1Y | +10.1% | -41.5% | +51.6% | +13.2% |
| 3Y | +158.4% | -2.7% | +161.1% | +157.1% |
| 5Y | +43.1% | -80.2% | +123.3% | +34.4% |
| All | +57.7% | -72.8% | +130.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling