+105.9%
GILD vs MKC
-31.4%
+137.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -1.5% | -3.4% | -4.5% |
| 30D | +5.8% | -3.1% | +8.9% | +6.4% |
| 3M | +14.9% | +5.2% | +9.7% | +13.6% |
| 6M | -0.4% | -12.8% | +12.5% | +2.5% |
| YTD | +18.5% | -23.3% | +41.8% | +25.3% |
| 1Y | +25.1% | -24.1% | +49.2% | +32.4% |
| 3Y | +105.9% | -32.1% | +138.0% | +117.5% |
| All | +105.9% | -31.4% | +137.3% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling