+1,079.5%
MPC vs GRMN
+668.8%
+410.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | +4.7% | -20.9% | -18.0% |
| 30D | -15.7% | +3.4% | -19.1% | -17.4% |
| 3M | +24.9% | -5.0% | +29.9% | +26.4% |
| 6M | +52.7% | +18.6% | +34.1% | +38.2% |
| YTD | +131.9% | +42.5% | +89.4% | +88.9% |
| 1Y | +96.6% | +42.3% | +54.3% | +60.1% |
| 3Y | +163.8% | +158.5% | +5.3% | +42.1% |
| 5Y | +533.1% | +123.6% | +409.6% | +268.3% |
| All | +1,079.5% | +668.8% | +410.7% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling