+75.6%
GRMN vs MKC
-33.9%
+109.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -12.1% | -3.4% | -8.7% | -11.5% |
| 3M | +18.0% | +3.8% | +14.2% | +16.7% |
| 6M | +13.7% | -17.9% | +31.7% | +18.9% |
| YTD | +35.3% | -23.6% | +58.9% | +43.6% |
| 1Y | +17.2% | -23.1% | +40.3% | +24.0% |
| 3Y | +179.6% | -31.5% | +211.1% | +204.4% |
| 5Y | +75.6% | -33.1% | +108.6% | +85.6% |
| All | +75.6% | -33.9% | +109.5% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling