+75.3%
MUB vs GRMN
+400.2%
-324.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.6% | +6.3% | -5.7% | +0.6% |
| 30D | +3.4% | +7.6% | -4.1% | +3.4% |
| 3M | -0.7% | -7.5% | +6.8% | -0.6% |
| 6M | -1.0% | +21.2% | -22.2% | -1.1% |
| YTD | 0.0% | +44.0% | -44.0% | -0.3% |
| 1Y | +0.4% | +44.7% | -44.4% | +0.1% |
| 3Y | +10.5% | +160.5% | -150.0% | +9.7% |
| 5Y | +3.1% | +124.6% | -121.5% | +2.3% |
| 10Y | +22.0% | +651.6% | -629.6% | +21.1% |
| All | +75.3% | +400.2% | -324.9% | +72.4% |
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