+950.8%
MU vs GRMN
+155.8%
+795.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +12.8% | -0.9% | +13.7% | +13.2% |
| 30D | -14.9% | +1.2% | -16.0% | -15.4% |
| 3M | -18.0% | -8.9% | -9.1% | -15.9% |
| 6M | -3.1% | +23.0% | -26.1% | -11.5% |
| YTD | +172.9% | +41.2% | +131.7% | +134.3% |
| 1Y | +228.8% | +47.5% | +181.3% | +177.6% |
| 3Y | +950.8% | +155.8% | +795.1% | +678.5% |
| All | +950.8% | +155.8% | +795.0% | +678.5% |
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