+211.3%
MCD vs GRMN
+693.0%
-481.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | +5.9% | +6.4% | -0.4% | +4.6% |
| 30D | +19.6% | +8.7% | +10.9% | +17.5% |
| 3M | +3.3% | -5.8% | +9.0% | +4.4% |
| 6M | +3.5% | +22.5% | -19.1% | -1.8% |
| YTD | -6.1% | +45.6% | -51.7% | -14.8% |
| 1Y | -3.7% | +47.5% | -51.1% | -12.9% |
| 3Y | +13.4% | +166.2% | -152.9% | -18.5% |
| 5Y | +25.2% | +124.1% | -98.9% | -5.7% |
| 10Y | +211.3% | +668.0% | -456.8% | +60.4% |
| All | +211.3% | +693.0% | -481.7% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling