+282.4%
MXL vs GRMN
+1,152.0%
-869.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.8% | +8.3% |
| 7D | +19.0% | -1.4% | +20.4% | +19.9% |
| 30D | +4.5% | -13.1% | +17.6% | +13.5% |
| 3M | -1.5% | +14.9% | -16.5% | -11.4% |
| 6M | +348.6% | +13.1% | +335.5% | +307.4% |
| YTD | +310.3% | +35.3% | +275.0% | +231.8% |
| 1Y | +344.7% | +16.0% | +328.7% | +294.5% |
| 3Y | +211.2% | +179.6% | +31.6% | +54.0% |
| 5Y | +34.8% | +75.0% | -40.2% | -11.6% |
| 10Y | +286.5% | +644.1% | -357.6% | +28.2% |
| All | +282.4% | +1,152.0% | -869.6% | -10.3% |
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