+274.5%
MP vs GRMN
+235.8%
+38.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | -11.7% | +3.5% | -15.3% | -13.5% |
| 3M | -30.8% | -7.3% | -23.5% | -28.7% |
| 6M | -42.9% | +21.8% | -64.7% | -49.4% |
| YTD | -25.9% | +42.8% | -68.7% | -39.7% |
| 1Y | -37.3% | +46.5% | -83.8% | -49.7% |
| 3Y | +150.7% | +158.3% | -7.6% | +20.4% |
| 5Y | -19.3% | +122.6% | -141.9% | -58.6% |
| All | +274.5% | +235.8% | +38.7% | +47.8% |
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