+105.9%
GILD vs MPC
+169.4%
-63.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | +14.0% | -8.2% | +5.1% |
| 3M | +14.9% | +52.2% | -37.3% | +12.7% |
| 6M | -0.4% | +75.8% | -76.1% | -3.2% |
| YTD | +18.5% | +146.3% | -127.7% | +12.5% |
| 1Y | +25.1% | +120.8% | -95.7% | +19.6% |
| 3Y | +105.9% | +172.6% | -66.7% | +85.0% |
| All | +105.9% | +169.4% | -63.5% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling