+20.1%
GSK vs MKC
-23.2%
+43.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | -1.5% | -2.1% | -3.3% |
| 30D | -3.4% | -3.1% | -0.3% | -2.9% |
| 3M | -8.1% | +5.2% | -13.3% | -9.0% |
| 6M | -11.1% | -12.8% | +1.7% | -9.2% |
| YTD | +0.7% | -23.3% | +24.0% | +3.8% |
| 1Y | +20.1% | -24.1% | +44.3% | +25.2% |
| All | +20.1% | -23.2% | +43.3% | +25.2% |
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