+95.0%
MTZ vs GRMN
+119.5%
-24.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +5.0% | -0.9% | +5.9% | +5.4% |
| 30D | -6.0% | +1.2% | -7.2% | -6.9% |
| 3M | -36.1% | -8.9% | -27.2% | -34.5% |
| 6M | -56.9% | +23.0% | -79.9% | -60.6% |
| YTD | -15.9% | +41.2% | -57.1% | -27.8% |
| 1Y | -3.8% | +47.5% | -51.3% | -18.8% |
| 3Y | +272.3% | +155.8% | +116.5% | +137.6% |
| All | +95.0% | +119.5% | -24.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling