+40.4%
MXL vs GRMN
+80.9%
-40.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +5.3% |
| 7D | +18.9% | +2.0% | +16.8% | +17.5% |
| 30D | +0.3% | -8.8% | +9.1% | +6.3% |
| 3M | -8.0% | +19.0% | -27.0% | -19.3% |
| 6M | +341.2% | +20.7% | +320.5% | +283.7% |
| YTD | +327.8% | +40.5% | +287.3% | +232.1% |
| 1Y | +364.9% | +19.1% | +345.8% | +303.3% |
| 3Y | +229.2% | +182.7% | +46.5% | +34.4% |
| All | +40.4% | +80.9% | -40.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling