+2,330.7%
MULL vs GRMN
+31.9%
+2,298.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.4% | -9.4% |
| 7D | +3.6% | -1.8% | +5.4% | +5.3% |
| 30D | +22.0% | -12.1% | +34.1% | +37.6% |
| 3M | -8.6% | +18.0% | -26.6% | -31.0% |
| 6M | +248.5% | +13.7% | +234.8% | +179.2% |
| YTD | +516.3% | +35.3% | +481.0% | +275.5% |
| 1Y | +2,036.6% | +17.2% | +2,019.4% | +1,509.2% |
| All | +2,330.7% | +31.9% | +2,298.8% | +1,343.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling