-43.2%
MP vs GRMN
+45.1%
-88.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -3.6% | +6.3% | -10.0% | -4.7% |
| 30D | -21.0% | +7.6% | -28.5% | -22.2% |
| 3M | -33.3% | -7.5% | -25.8% | -32.3% |
| 6M | -45.9% | +21.2% | -67.2% | -48.6% |
| YTD | -27.8% | +44.0% | -71.9% | -35.1% |
| 1Y | -43.2% | +44.7% | -87.9% | -48.7% |
| All | -43.2% | +45.1% | -88.2% | -48.7% |
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 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