+195.2%
MCD vs GRMN
+636.8%
-441.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +16.0% | +3.5% | +12.5% | +15.1% |
| 3M | 0.0% | -7.3% | +7.3% | +1.4% |
| 6M | +0.9% | +21.8% | -20.8% | -4.1% |
| YTD | -8.7% | +42.8% | -51.5% | -16.8% |
| 1Y | -8.6% | +46.5% | -55.0% | -17.2% |
| 3Y | +9.9% | +158.3% | -148.4% | -20.3% |
| 5Y | +22.6% | +122.6% | -100.0% | -7.5% |
| All | +195.2% | +636.8% | -441.6% | +58.1% |
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