+739.9%
MTZ vs GRMN
+633.1%
+106.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +3.6% | +0.2% | +3.4% | +3.4% |
| 30D | -9.6% | -11.3% | +1.7% | -4.2% |
| 3M | -31.9% | +17.7% | -49.7% | -38.5% |
| 6M | -13.8% | +14.2% | -28.0% | -21.2% |
| YTD | +13.3% | +37.0% | -23.8% | -6.8% |
| 1Y | +39.3% | +17.0% | +22.3% | +23.9% |
| 3Y | +168.3% | +183.2% | -14.8% | +30.7% |
| 5Y | +166.4% | +77.3% | +89.1% | +74.6% |
| 10Y | +739.9% | +630.9% | +109.0% | +128.5% |
| All | +739.9% | +633.1% | +106.8% | +128.5% |
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