+10.5%
MCD vs GRMN
+160.2%
-149.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | +4.7% | +2.4% | +6.9% |
| 30D | +19.8% | +3.4% | +16.4% | +19.5% |
| 3M | +0.8% | -5.0% | +5.8% | +0.9% |
| 6M | -1.3% | +18.6% | -19.9% | -2.3% |
| YTD | -7.8% | +42.5% | -50.2% | -9.3% |
| 1Y | -5.0% | +42.3% | -47.3% | -6.6% |
| 3Y | +10.5% | +158.5% | -147.9% | -2.0% |
| All | +10.5% | +160.2% | -149.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling