+73.9%
MUB vs GRMN
+378.2%
-304.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.9% | -2.9% | +2.0% | -0.8% |
| 30D | -1.4% | -8.4% | +7.0% | -1.4% |
| 3M | -2.2% | +15.0% | -17.2% | -2.3% |
| 6M | -1.9% | +11.2% | -13.1% | -2.0% |
| YTD | -0.8% | +37.7% | -38.5% | -1.0% |
| 1Y | +2.7% | +18.5% | -15.7% | +2.6% |
| 3Y | +8.6% | +175.8% | -167.2% | +7.8% |
| 5Y | +2.0% | +75.1% | -73.1% | +1.4% |
| 10Y | +17.9% | +637.0% | -619.1% | +17.1% |
| All | +73.9% | +378.2% | -304.3% | +71.2% |
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