+237.4%
MP vs GRMN
+236.0%
+1.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.6% |
| 7D | -19.0% | +2.3% | -21.3% | -20.0% |
| 30D | -30.5% | +2.6% | -33.1% | -31.6% |
| 3M | -29.6% | -5.0% | -24.6% | -28.2% |
| 6M | -50.4% | +23.1% | -73.5% | -56.3% |
| YTD | -33.2% | +42.9% | -76.1% | -45.7% |
| 1Y | -38.6% | +41.7% | -80.3% | -49.8% |
| 3Y | +105.5% | +160.7% | -55.3% | -2.2% |
| 5Y | -7.8% | +124.2% | -132.0% | -52.8% |
| All | +237.4% | +236.0% | +1.4% | +33.1% |
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