+601.4%
MPC vs GSK
+42.6%
+558.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +9.4% | +0.5% | +9.0% | +9.4% |
| 30D | -13.4% | +9.4% | -22.9% | -14.1% |
| 3M | +18.9% | +1.6% | +17.3% | +18.7% |
| 6M | +64.9% | +1.3% | +63.6% | +64.2% |
| YTD | +156.8% | +6.0% | +150.8% | +152.0% |
| 1Y | +113.2% | +9.1% | +104.1% | +108.1% |
| 3Y | +201.8% | +65.4% | +136.4% | +165.0% |
| 5Y | +601.4% | +43.0% | +558.4% | +522.1% |
| All | +601.4% | +42.6% | +558.8% | +522.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling