+3,393.7%
MKC vs GPC
+2,341.8%
+1,051.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -5.9% | +1.2% | -7.1% | -6.2% |
| 30D | -0.9% | +6.0% | -6.8% | -2.5% |
| 3M | +12.7% | +42.6% | -29.9% | +1.3% |
| 6M | -19.3% | +22.8% | -42.1% | -24.4% |
| YTD | -22.2% | +15.5% | -37.6% | -26.1% |
| 1Y | -23.3% | +2.0% | -25.4% | -24.7% |
| 3Y | -30.0% | -1.4% | -28.6% | -32.1% |
| 5Y | -33.8% | +30.6% | -64.4% | -41.5% |
| 10Y | +24.4% | +80.6% | -56.2% | -5.3% |
| All | +3,393.7% | +2,341.8% | +1,051.9% | +1,168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling