+609.5%
MTUM vs GRMN
+1,119.1%
-509.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.6% |
| 30D | +0.6% | -13.1% | +13.7% | +5.5% |
| 3M | -0.6% | +14.9% | -15.6% | -6.3% |
| 6M | +25.3% | +13.1% | +12.2% | +18.8% |
| YTD | +23.8% | +35.3% | -11.5% | +9.7% |
| 1Y | +25.4% | +16.0% | +9.4% | +16.7% |
| 3Y | +117.3% | +179.6% | -62.3% | +40.3% |
| 5Y | +79.7% | +75.0% | +4.7% | +36.6% |
| 10Y | +359.6% | +644.1% | -284.5% | +121.4% |
| All | +609.5% | +1,119.1% | -509.6% | +201.0% |
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