+855.4%
MU vs GRMN
+160.2%
+695.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | -22.0% | +4.7% | -26.7% | -23.1% |
| 30D | -36.6% | +3.4% | -40.0% | -37.4% |
| 3M | -21.7% | -5.0% | -16.7% | -20.8% |
| 6M | +3.5% | +18.6% | -15.0% | -4.0% |
| YTD | +141.9% | +42.5% | +99.4% | +107.0% |
| 1Y | +189.8% | +42.3% | +147.5% | +148.5% |
| 3Y | +855.4% | +158.5% | +696.9% | +620.3% |
| All | +855.4% | +160.2% | +695.1% | +620.3% |
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