+287.6%
MP vs GRMN
+232.1%
+55.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +9.5% | -0.9% | +10.4% | +9.9% |
| 30D | -3.0% | +1.2% | -4.2% | -3.9% |
| 3M | -30.4% | -8.9% | -21.4% | -27.7% |
| 6M | -39.2% | +23.0% | -62.2% | -46.5% |
| YTD | -23.3% | +41.2% | -64.5% | -37.3% |
| 1Y | -32.6% | +47.5% | -80.1% | -46.2% |
| 3Y | +159.3% | +155.8% | +3.5% | +25.0% |
| 5Y | -16.4% | +120.2% | -136.6% | -56.9% |
| All | +287.6% | +232.1% | +55.5% | +53.7% |
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