+254.1%
MP vs GRMN
+235.1%
+19.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | +4.7% | -15.2% | -12.6% |
| 30D | -23.5% | +3.4% | -26.9% | -25.1% |
| 3M | -25.4% | -5.0% | -20.4% | -24.0% |
| 6M | -51.3% | +18.6% | -69.8% | -56.2% |
| YTD | -29.9% | +42.5% | -72.4% | -42.9% |
| 1Y | -31.8% | +42.3% | -74.2% | -44.5% |
| 3Y | +127.0% | +158.5% | -31.5% | +8.7% |
| 5Y | -3.3% | +123.6% | -126.8% | -50.4% |
| All | +254.1% | +235.1% | +19.0% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling