+642.2%
MPC vs GSK
+48.0%
+594.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +5.4% | -1.8% | +7.3% | +5.6% |
| 30D | +31.0% | -2.2% | +33.1% | +31.1% |
| 3M | +46.0% | -1.8% | +47.8% | +46.0% |
| 6M | +77.3% | -10.6% | +87.9% | +79.1% |
| YTD | +141.9% | +4.4% | +137.5% | +137.7% |
| 1Y | +120.9% | +30.4% | +90.5% | +108.7% |
| 3Y | +182.7% | +60.1% | +122.6% | +149.5% |
| All | +642.2% | +48.0% | +594.2% | +565.0% |
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