+105.2%
GSK vs MKC
+25.8%
+79.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +1.1% | -3.0% | +4.1% | +2.0% |
| 30D | +6.3% | +4.8% | +1.5% | +4.9% |
| 3M | +1.8% | -12.8% | +14.7% | +5.7% |
| 6M | +1.7% | +5.0% | -3.4% | -0.2% |
| YTD | +6.5% | -29.1% | +35.6% | +16.5% |
| 1Y | +9.5% | -26.4% | +35.9% | +18.3% |
| 3Y | +65.3% | -21.6% | +86.9% | +73.6% |
| 5Y | +43.7% | -35.2% | +79.0% | +57.0% |
| All | +105.2% | +25.8% | +79.4% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling