+1,065.8%
MDB vs GSK
+77.6%
+988.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.7% |
| 7D | -2.8% | -5.4% | +2.7% | -0.9% |
| 30D | -14.9% | -4.6% | -10.3% | -13.6% |
| 3M | +7.3% | -5.1% | +12.5% | +8.7% |
| 6M | +38.2% | -11.4% | +49.6% | +42.6% |
| YTD | -10.9% | +0.7% | -11.6% | -13.1% |
| 1Y | +11.6% | +23.0% | -11.4% | +0.2% |
| 3Y | -0.9% | +48.0% | -48.9% | -21.0% |
| 5Y | -23.5% | +48.2% | -71.7% | -40.3% |
| All | +1,065.8% | +77.6% | +988.2% | +729.3% |
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