+258.1%
MTZ vs GRMN
+160.2%
+97.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +9.6% |
| 7D | -6.4% | +4.7% | -11.2% | -7.6% |
| 30D | -22.1% | +3.4% | -25.5% | -23.0% |
| 3M | -32.7% | -5.0% | -27.7% | -32.1% |
| 6M | -59.8% | +18.6% | -78.4% | -62.0% |
| YTD | -19.9% | +42.5% | -62.4% | -29.2% |
| 1Y | -11.5% | +42.3% | -53.8% | -21.7% |
| 3Y | +258.1% | +158.5% | +99.6% | +146.1% |
| All | +258.1% | +160.2% | +97.8% | +146.1% |
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