+9.3%
MCO vs GRMN
+40.7%
-31.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.6% | +3.3% |
| 7D | +10.7% | +6.1% | +4.6% | +9.1% |
| 30D | +17.9% | +1.3% | +16.6% | +17.4% |
| 3M | +9.5% | -5.6% | +15.0% | +10.6% |
| 6M | +18.1% | +22.2% | -4.1% | +10.8% |
| YTD | +4.1% | +44.3% | -40.2% | -8.2% |
| 1Y | +9.3% | +43.1% | -33.7% | -3.4% |
| All | +9.3% | +40.7% | -31.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling