-31.9%
MKC vs GAP
+108.0%
-139.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.6% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +6.8% | -0.5% | +7.3% | +6.7% |
| 6M | -18.3% | -5.0% | -13.4% | -18.4% |
| YTD | -23.1% | -14.7% | -8.4% | -22.8% |
| 1Y | -23.7% | -8.6% | -15.0% | -23.7% |
| All | -31.9% | +108.0% | -139.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling