+1,098.3%
MPC vs GSK
+102.9%
+995.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -8.8% | +5.2% | -14.0% | -10.6% |
| 30D | -14.4% | +10.2% | -24.6% | -17.6% |
| 3M | +21.9% | -0.9% | +22.8% | +21.6% |
| 6M | +60.1% | +3.5% | +56.6% | +55.9% |
| YTD | +142.3% | +7.2% | +135.1% | +128.6% |
| 1Y | +101.7% | +12.0% | +89.7% | +86.4% |
| 3Y | +184.8% | +67.3% | +117.4% | +103.6% |
| 5Y | +564.6% | +45.3% | +519.4% | +401.0% |
| 10Y | +1,098.3% | +101.8% | +996.6% | +651.4% |
| All | +1,098.3% | +102.9% | +995.4% | +651.4% |
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