+1,688.1%
MCD vs GRMN
+6,890.4%
-5,202.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | +4.7% | +2.4% | +6.4% |
| 30D | +19.8% | +3.4% | +16.4% | +19.1% |
| 3M | +0.8% | -5.0% | +5.8% | +1.5% |
| 6M | -1.3% | +18.6% | -19.9% | -4.2% |
| YTD | -7.8% | +42.5% | -50.2% | -13.1% |
| 1Y | -5.0% | +42.3% | -47.3% | -10.5% |
| 3Y | +10.5% | +158.5% | -147.9% | -7.1% |
| 5Y | +22.0% | +123.6% | -101.6% | +3.9% |
| 10Y | +216.7% | +682.5% | -465.8% | +124.2% |
| All | +1,688.1% | +6,890.4% | -5,202.3% | +818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling