+659.0%
MTZ vs GRMN
+6,655.2%
-5,996.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | -11.1% | -8.4% | -2.6% | -7.9% |
| 3M | -36.7% | +15.0% | -51.7% | -41.0% |
| 6M | -21.9% | +11.2% | -33.1% | -26.4% |
| YTD | +9.1% | +37.7% | -28.6% | -6.1% |
| 1Y | +30.0% | +18.5% | +11.5% | +18.2% |
| 3Y | +138.5% | +175.8% | -37.4% | +48.7% |
| 5Y | +158.3% | +75.1% | +83.3% | +91.6% |
| 10Y | +700.8% | +637.0% | +63.7% | +246.5% |
| All | +659.0% | +6,655.2% | -5,996.2% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling