+54.7%
MMM vs GRMN
+628.0%
-573.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -2.6% | -1.4% | -1.2% | -2.0% |
| 30D | -9.3% | -13.1% | +3.8% | -4.3% |
| 3M | +5.6% | +14.9% | -9.4% | -1.3% |
| 6M | +9.5% | +13.1% | -3.6% | +2.7% |
| YTD | +4.1% | +35.3% | -31.2% | -9.8% |
| 1Y | +9.4% | +16.0% | -6.6% | +0.5% |
| 3Y | +101.0% | +179.6% | -78.6% | +19.4% |
| 5Y | +26.1% | +75.0% | -48.9% | -8.8% |
| 10Y | +54.7% | +644.1% | -589.4% | -37.7% |
| All | +54.7% | +628.0% | -573.3% | -37.7% |
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