+1,553.4%
MCD vs GRMN
+6,655.2%
-5,101.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.8% | -2.9% | 0.0% | -2.4% |
| 30D | -6.0% | -8.4% | +2.4% | -4.8% |
| 3M | -5.6% | +15.0% | -20.6% | -7.8% |
| 6M | -21.9% | +11.2% | -33.1% | -23.4% |
| YTD | -14.7% | +37.7% | -52.4% | -19.2% |
| 1Y | -17.3% | +18.5% | -35.7% | -20.0% |
| 3Y | -2.2% | +175.8% | -178.0% | -18.7% |
| 5Y | +20.3% | +75.1% | -54.8% | +6.3% |
| 10Y | +180.7% | +637.0% | -456.3% | +100.5% |
| All | +1,553.4% | +6,655.2% | -5,101.8% | +754.1% |
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 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