+45.4%
GILD vs MPC
+122.9%
-77.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.1% | +12.3% | +3.9% |
| 7D | +9.6% | -10.9% | +20.5% | +9.2% |
| 30D | +20.6% | -9.4% | +30.0% | +20.2% |
| 3M | +29.7% | +26.0% | +3.8% | +29.6% |
| 6M | +33.1% | +56.5% | -23.4% | +33.5% |
| YTD | +44.7% | +144.3% | -99.5% | +43.9% |
| 1Y | +45.4% | +117.2% | -71.9% | +46.4% |
| All | +45.4% | +122.9% | -77.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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