-21.6%
MKC vs GPC
+0.2%
-21.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +4.8% | -6.3% | +11.1% | +6.4% |
| 3M | -12.8% | -8.2% | -4.7% | -11.2% |
| 6M | +5.0% | +27.1% | -22.1% | -1.0% |
| YTD | -29.1% | +3.1% | -32.2% | -30.1% |
| 1Y | -26.4% | +0.1% | -26.5% | -27.0% |
| 3Y | -21.6% | +0.2% | -21.8% | -27.3% |
| All | -21.6% | +0.2% | -21.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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