+16.8%
MUB vs GRMN
+646.1%
-629.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -2.8% | -12.1% | +9.3% | -2.4% |
| 3M | -3.1% | +18.0% | -21.0% | -3.6% |
| 6M | -2.9% | +13.7% | -16.6% | -3.3% |
| YTD | -2.0% | +35.3% | -37.3% | -3.0% |
| 1Y | 0.0% | +17.2% | -17.3% | -0.6% |
| 3Y | +7.4% | +179.6% | -172.2% | +3.2% |
| 5Y | +0.8% | +75.6% | -74.8% | -1.8% |
| All | +16.8% | +646.1% | -629.3% | +10.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling