+669.0%
GRMN vs MKC
+29.9%
+639.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +2.4% | -1.5% | +3.9% | +2.9% |
| 30D | -8.5% | -3.1% | -5.3% | -7.7% |
| 3M | +19.5% | +5.2% | +14.3% | +17.3% |
| 6M | +21.2% | -12.8% | +34.0% | +25.4% |
| YTD | +41.0% | -23.3% | +64.3% | +51.2% |
| 1Y | +19.6% | -24.1% | +43.7% | +28.4% |
| 3Y | +183.8% | -32.1% | +215.9% | +212.7% |
| 5Y | +83.0% | -32.8% | +115.8% | +98.6% |
| All | +669.0% | +29.9% | +639.1% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling