+1,657.0%
GSK vs MKC
+3,364.7%
-1,707.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -4.2% | -4.3% | +0.2% | -3.1% |
| 30D | -7.5% | -2.0% | -5.5% | -7.1% |
| 3M | -3.3% | +10.0% | -13.3% | -5.9% |
| 6M | -9.3% | -18.5% | +9.2% | -4.9% |
| YTD | +1.6% | -22.4% | +24.0% | +7.7% |
| 1Y | +25.5% | -23.6% | +49.1% | +33.3% |
| 3Y | +49.3% | -30.4% | +79.7% | +60.9% |
| 5Y | +46.7% | -34.2% | +80.9% | +58.6% |
| 10Y | +76.8% | +26.8% | +50.0% | +58.2% |
| All | +1,657.0% | +3,364.7% | -1,707.8% | +632.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling