+74.1%
MUB vs GRMN
+390.4%
-316.3%
-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% | -0.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +2.2% | +1.2% | +1.0% | +2.2% |
| 3M | -1.6% | -8.9% | +7.3% | -1.6% |
| 6M | -1.3% | +23.0% | -24.3% | -1.4% |
| YTD | -0.7% | +41.2% | -41.9% | -0.9% |
| 1Y | -0.2% | +47.5% | -47.7% | -0.5% |
| 3Y | +9.6% | +155.8% | -146.1% | +8.8% |
| 5Y | +2.6% | +120.2% | -117.6% | +1.8% |
| 10Y | +21.5% | +629.9% | -608.4% | +20.6% |
| All | +74.1% | +390.4% | -316.3% | +71.3% |
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 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