+3,101.0%
MPC vs GRMN
+1,215.9%
+1,885.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -2.9% | +8.3% | +6.6% |
| 30D | +31.0% | -8.4% | +39.4% | +35.6% |
| 3M | +46.0% | +15.0% | +31.0% | +35.8% |
| 6M | +77.3% | +11.2% | +66.1% | +65.6% |
| YTD | +141.9% | +37.7% | +104.2% | +104.1% |
| 1Y | +120.9% | +18.5% | +102.4% | +97.9% |
| 3Y | +182.7% | +175.8% | +6.9% | +59.0% |
| 5Y | +646.4% | +75.1% | +571.3% | +421.8% |
| 10Y | +1,138.7% | +637.0% | +501.7% | +341.4% |
| All | +3,101.0% | +1,215.9% | +1,885.1% | +591.9% |
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