+75.6%
MMM vs GRMN
+628.7%
-553.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +11.7% | +1.2% | +10.5% | +11.2% |
| 3M | +1.0% | -8.9% | +9.9% | +4.5% |
| 6M | +26.0% | +23.0% | +3.0% | +14.3% |
| YTD | +16.3% | +41.2% | -24.9% | -1.2% |
| 1Y | +9.6% | +47.5% | -37.9% | -8.7% |
| 3Y | +157.3% | +155.8% | +1.6% | +59.7% |
| 5Y | +42.5% | +120.2% | -77.7% | -7.2% |
| All | +75.6% | +628.7% | -553.1% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling