+40.1%
GILD vs MKC
-18.8%
+58.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.8% |
| 7D | +1.2% | +7.0% | -5.8% | +0.2% |
| 30D | +16.2% | +11.4% | +4.7% | +14.4% |
| 3M | +27.9% | -3.7% | +31.6% | +28.0% |
| 6M | +27.1% | +5.3% | +21.8% | +26.3% |
| YTD | +39.0% | -24.4% | +63.4% | +42.9% |
| 1Y | +40.1% | -19.7% | +59.7% | +40.7% |
| All | +40.1% | -18.8% | +58.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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