-13.9%
MP vs GRMN
+126.9%
-140.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | -15.3% | +10.2% | -25.5% | -19.1% |
| 3M | -33.5% | -4.7% | -28.8% | -32.4% |
| 6M | -45.5% | +22.3% | -67.8% | -51.3% |
| YTD | -27.3% | +46.7% | -74.0% | -40.7% |
| 1Y | -40.7% | +49.6% | -90.4% | -52.1% |
| 3Y | +145.9% | +165.3% | -19.4% | +16.8% |
| 5Y | -13.9% | +130.3% | -144.2% | -56.0% |
| All | -13.9% | +126.9% | -140.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling