-7.0%
MDB vs GSK
+9.8%
-16.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +11.6% | +0.5% | +11.1% | +11.6% |
| 30D | -8.9% | +9.4% | -18.4% | -7.5% |
| 3M | -22.4% | +1.6% | -24.0% | -21.8% |
| 6M | +10.1% | +1.3% | +8.8% | +10.9% |
| YTD | -19.0% | +6.0% | -25.0% | -22.7% |
| 1Y | -7.0% | +9.1% | -16.1% | -14.6% |
| All | -7.0% | +9.8% | -16.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling