+272.3%
MTZ vs GRMN
+155.8%
+116.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | -6.0% | +1.2% | -7.2% | -6.6% |
| 3M | -36.1% | -8.9% | -27.2% | -34.8% |
| 6M | -56.9% | +23.0% | -79.9% | -59.7% |
| YTD | -15.9% | +41.2% | -57.1% | -25.4% |
| 1Y | -3.8% | +47.5% | -51.3% | -15.9% |
| 3Y | +272.3% | +155.8% | +116.5% | +171.2% |
| All | +272.3% | +155.8% | +116.4% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling