+10.1%
MDB vs GSK
+26.4%
-16.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.7% | -3.7% |
| 7D | -18.0% | -4.2% | -13.8% | -18.4% |
| 30D | -10.7% | -7.5% | -3.2% | -11.4% |
| 3M | +1.0% | -3.3% | +4.3% | +0.8% |
| 6M | +31.6% | -9.3% | +40.9% | +31.5% |
| YTD | -15.2% | +1.6% | -16.8% | -16.9% |
| 1Y | +10.1% | +25.5% | -15.4% | +5.3% |
| All | +10.1% | +26.4% | -16.3% | +5.3% |
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 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