+1,106.2%
MPC vs GSK
+101.6%
+1,004.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.7% |
| 7D | -9.4% | +4.9% | -14.3% | -11.1% |
| 30D | -14.3% | +10.8% | -25.2% | -17.7% |
| 3M | +31.1% | -1.8% | +32.9% | +31.2% |
| 6M | +60.3% | +4.1% | +56.2% | +55.7% |
| YTD | +142.5% | +7.9% | +134.6% | +128.4% |
| 1Y | +104.6% | +14.4% | +90.1% | +87.3% |
| 3Y | +191.7% | +68.1% | +123.6% | +108.4% |
| 5Y | +549.2% | +47.7% | +501.5% | +384.4% |
| 10Y | +1,106.2% | +100.5% | +1,005.7% | +671.6% |
| All | +1,106.2% | +101.6% | +1,004.7% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling