+1,134.0%
MPC vs GSK
+76.8%
+1,057.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.3% |
| 7D | +3.9% | -4.2% | +8.0% | +5.5% |
| 30D | +33.8% | -7.5% | +41.3% | +37.5% |
| 3M | +49.9% | -3.3% | +53.1% | +50.6% |
| 6M | +80.9% | -9.3% | +90.3% | +85.1% |
| YTD | +147.4% | +1.6% | +145.8% | +139.2% |
| 1Y | +123.2% | +25.5% | +97.7% | +94.2% |
| 3Y | +171.7% | +49.3% | +122.5% | +105.2% |
| 5Y | +678.6% | +46.7% | +631.9% | +468.5% |
| 10Y | +1,134.0% | +76.8% | +1,057.2% | +744.5% |
| All | +1,134.0% | +76.8% | +1,057.3% | +744.5% |
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