+962.7%
GILD vs MPC
+3,004.9%
-2,042.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -4.2% | +1.2% | -5.5% | -4.4% |
| 30D | +6.7% | +17.0% | -10.3% | +4.3% |
| 3M | +20.0% | +49.5% | -29.5% | +13.0% |
| 6M | -1.3% | +83.5% | -84.8% | -10.1% |
| YTD | +19.4% | +144.1% | -124.7% | +4.1% |
| 1Y | +28.9% | +119.6% | -90.7% | +13.9% |
| 3Y | +110.3% | +168.1% | -57.8% | +77.4% |
| 5Y | +144.8% | +671.3% | -526.5% | +71.1% |
| 10Y | +164.4% | +1,152.3% | -987.9% | +56.4% |
| All | +962.7% | +3,004.9% | -2,042.3% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling