-34.6%
MP vs GRMN
+40.7%
-75.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.5% | -11.6% | -6.1% |
| 7D | -12.5% | +6.1% | -18.6% | -13.4% |
| 30D | -23.3% | +1.3% | -24.6% | -23.5% |
| 3M | -24.4% | -5.6% | -18.8% | -23.6% |
| 6M | -45.8% | +22.2% | -67.9% | -48.5% |
| YTD | -28.9% | +44.3% | -73.2% | -35.0% |
| 1Y | -34.6% | +43.1% | -77.7% | -39.4% |
| All | -34.6% | +40.7% | -75.2% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling