+457.1%
MTZ vs GRMN
+6,890.4%
-6,433.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.8% | +9.6% |
| 7D | -6.4% | +4.7% | -11.2% | -8.6% |
| 30D | -22.1% | +3.4% | -25.5% | -23.8% |
| 3M | -32.7% | -5.0% | -27.7% | -32.0% |
| 6M | -59.8% | +18.6% | -78.4% | -63.4% |
| YTD | -19.9% | +42.5% | -62.4% | -32.7% |
| 1Y | -11.5% | +42.3% | -53.8% | -25.5% |
| 3Y | +258.1% | +158.5% | +99.6% | +129.8% |
| 5Y | +85.5% | +123.6% | -38.0% | +24.1% |
| 10Y | +492.2% | +682.5% | -190.3% | +148.0% |
| All | +457.1% | +6,890.4% | -6,433.3% | -7.1% |
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 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