+13.1%
GSK vs MKC
-18.2%
+31.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.4% | -0.4% | +3.7% |
| 7D | +4.9% | +9.6% | -4.7% | +2.6% |
| 30D | +9.9% | +12.0% | -2.1% | +7.0% |
| 3M | +0.2% | -2.0% | +2.2% | +0.1% |
| 6M | +2.3% | +7.2% | -4.9% | +0.4% |
| YTD | +7.1% | -23.7% | +30.8% | +10.1% |
| 1Y | +13.1% | -18.3% | +31.4% | +16.1% |
| All | +13.1% | -18.2% | +31.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling