+5,214.8%
GRMN vs MKC
+878.0%
+4,336.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +0.2% | -4.3% | +4.5% | +1.8% |
| 30D | -11.3% | -2.0% | -9.3% | -10.8% |
| 3M | +17.7% | +10.0% | +7.7% | +13.0% |
| 6M | +14.2% | -18.5% | +32.7% | +21.9% |
| YTD | +37.0% | -22.4% | +59.5% | +48.1% |
| 1Y | +17.0% | -23.6% | +40.6% | +26.9% |
| 3Y | +183.2% | -30.4% | +213.6% | +213.4% |
| 5Y | +77.3% | -34.2% | +111.5% | +96.7% |
| 10Y | +630.9% | +26.8% | +604.1% | +492.0% |
| All | +5,214.8% | +878.0% | +4,336.8% | +2,150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling