+404.4%
MTZ vs GRMN
+636.8%
-232.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.0% |
| 7D | +16.5% | -0.1% | +16.5% | +16.6% |
| 30D | -10.2% | +3.5% | -13.7% | -12.5% |
| 3M | -34.2% | -7.3% | -26.8% | -32.4% |
| 6M | -56.0% | +21.8% | -77.7% | -61.2% |
| YTD | -14.8% | +42.8% | -57.6% | -31.9% |
| 1Y | -7.2% | +46.5% | -53.7% | -26.8% |
| 3Y | +275.8% | +158.3% | +117.5% | +98.7% |
| 5Y | +93.5% | +122.6% | -29.1% | +9.2% |
| All | +404.4% | +636.8% | -232.5% | +50.2% |
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