+445.3%
MP vs GRMN
+223.8%
+221.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -2.9% | -2.9% | 0.0% | -1.5% |
| 30D | +13.8% | -8.4% | +22.3% | +18.8% |
| 3M | -16.7% | +15.0% | -31.7% | -23.6% |
| 6M | -11.5% | +11.2% | -22.7% | -17.2% |
| YTD | +7.9% | +37.7% | -29.8% | -10.1% |
| 1Y | -15.0% | +18.5% | -33.5% | -24.1% |
| 3Y | +153.5% | +175.8% | -22.3% | +13.0% |
| 5Y | +58.7% | +75.1% | -16.4% | -4.8% |
| All | +445.3% | +223.8% | +221.5% | +120.3% |
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