+2,968.0%
MPC vs GSK
+157.2%
+2,810.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | -16.2% | +1.7% | -17.8% | -17.0% |
| 30D | -15.7% | +7.0% | -22.8% | -18.8% |
| 3M | +24.9% | -2.7% | +27.6% | +25.2% |
| 6M | +52.7% | +1.4% | +51.2% | +48.7% |
| YTD | +131.9% | +5.3% | +126.5% | +117.5% |
| 1Y | +96.6% | +10.6% | +86.0% | +79.3% |
| 3Y | +163.8% | +62.6% | +101.2% | +80.7% |
| 5Y | +533.1% | +41.7% | +491.4% | +357.2% |
| 10Y | +1,118.6% | +104.7% | +1,013.9% | +563.9% |
| All | +2,968.0% | +157.2% | +2,810.8% | +1,073.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling