-30.4%
MKC vs GPC
-2.2%
-28.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +10.0% | +39.2% | -29.2% | +1.5% |
| 6M | -18.5% | +18.2% | -36.8% | -22.0% |
| YTD | -22.4% | +12.1% | -34.5% | -25.0% |
| 1Y | -23.6% | -0.7% | -23.0% | -24.1% |
| 3Y | -30.4% | -1.7% | -28.8% | -33.0% |
| All | -30.4% | -2.2% | -28.2% | -33.0% |
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