+37.4%
GILD vs MPC
+120.1%
-82.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | +3.7% | +5.4% | -1.8% | +3.7% |
| 30D | +14.6% | +31.0% | -16.4% | +14.8% |
| 3M | +17.7% | +46.0% | -28.4% | +18.2% |
| 6M | +3.1% | +77.3% | -74.2% | +3.4% |
| YTD | +24.5% | +141.9% | -117.4% | +24.2% |
| 1Y | +37.4% | +120.9% | -83.5% | +35.8% |
| All | +37.4% | +120.1% | -82.7% | +35.8% |
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