-36.0%
MKC vs GAP
+2.1%
-38.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.9% |
| 30D | +4.8% | -7.1% | +11.9% | +5.3% |
| 3M | -12.8% | +4.1% | -16.9% | -13.1% |
| 6M | +5.0% | +1.9% | +3.1% | +4.7% |
| YTD | -29.1% | -15.2% | -13.9% | -28.8% |
| 1Y | -26.4% | -10.6% | -15.8% | -26.3% |
| 3Y | -21.6% | +74.6% | -96.2% | -26.6% |
| All | -36.0% | +2.1% | -38.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling