+110.7%
MCK vs GRMN
+190.9%
-80.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.2% | +0.1% |
| 7D | -2.9% | +2.4% | -5.3% | -2.9% |
| 30D | +0.4% | -8.5% | +8.9% | +0.3% |
| 3M | +12.1% | +19.5% | -7.4% | +12.2% |
| 6M | -5.4% | +21.2% | -26.6% | -5.3% |
| YTD | +7.8% | +41.0% | -33.3% | +8.3% |
| 1Y | +22.9% | +19.6% | +3.4% | +23.4% |
| 3Y | +110.7% | +183.8% | -73.1% | +110.1% |
| All | +110.7% | +190.9% | -80.2% | +110.1% |
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 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