+349.5%
MTUM vs GRMN
+677.8%
-328.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | -0.3% |
| 7D | +0.7% | +2.4% | -1.7% | -0.2% |
| 30D | -2.4% | -8.5% | +6.0% | +0.8% |
| 3M | -3.6% | +19.5% | -23.1% | -11.2% |
| 6M | +23.7% | +21.2% | +2.5% | +13.2% |
| YTD | +22.9% | +41.0% | -18.1% | +5.3% |
| 1Y | +21.8% | +19.6% | +2.2% | +10.9% |
| 3Y | +114.4% | +183.8% | -69.3% | +25.5% |
| 5Y | +79.6% | +83.0% | -3.5% | +29.0% |
| All | +349.5% | +677.8% | -328.3% | +72.2% |
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