+475.1%
MULL vs GRMN
+40.7%
+434.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.5% | -20.3% | -13.6% |
| 7D | -35.9% | +6.1% | -42.0% | -35.7% |
| 30D | -47.3% | +1.3% | -48.6% | -47.1% |
| 3M | -30.6% | -5.6% | -25.0% | -29.5% |
| 6M | +13.7% | +22.2% | -8.5% | +6.3% |
| YTD | +272.1% | +44.3% | +227.8% | +176.3% |
| 1Y | +475.1% | +43.1% | +432.0% | +358.0% |
| All | +475.1% | +40.7% | +434.4% | +358.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling