+4,360.5%
MCO vs GRMN
+6,537.4%
-2,176.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.3% | -1.8% | -5.5% | -6.8% |
| 30D | -1.7% | -12.1% | +10.4% | +2.2% |
| 3M | +3.9% | +18.0% | -14.1% | -1.9% |
| 6M | +3.8% | +13.7% | -9.9% | -1.2% |
| YTD | -7.9% | +35.3% | -43.2% | -17.0% |
| 1Y | -6.8% | +17.2% | -24.1% | -12.6% |
| 3Y | +40.9% | +179.6% | -138.7% | -1.5% |
| 5Y | +27.5% | +75.6% | -48.1% | +2.0% |
| 10Y | +381.4% | +644.2% | -262.8% | +157.6% |
| All | +4,360.5% | +6,537.4% | -2,176.9% | +1,640.0% |
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 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