+3,101.0%
MPC vs GSK
+155.0%
+2,946.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +5.4% | -1.8% | +7.3% | +6.4% |
| 30D | +31.0% | -2.2% | +33.1% | +31.9% |
| 3M | +46.0% | -1.8% | +47.8% | +46.0% |
| 6M | +77.3% | -10.6% | +87.9% | +84.0% |
| YTD | +141.9% | +4.4% | +137.5% | +129.5% |
| 1Y | +120.9% | +30.4% | +90.5% | +83.8% |
| 3Y | +182.7% | +60.1% | +122.6% | +95.9% |
| 5Y | +646.4% | +46.8% | +599.6% | +425.6% |
| 10Y | +1,138.7% | +79.2% | +1,059.5% | +650.9% |
| All | +3,101.0% | +155.0% | +2,946.0% | +1,138.0% |
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