-2.3%
MDB vs GSK
+62.2%
-64.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.0% |
| 7D | -17.4% | -1.8% | -15.6% | -17.3% |
| 30D | -2.0% | -2.2% | +0.1% | -1.9% |
| 3M | -3.0% | -1.8% | -1.2% | -3.0% |
| 6M | +48.7% | -10.6% | +59.3% | +50.4% |
| YTD | -12.1% | +4.4% | -16.6% | -13.6% |
| 1Y | +14.5% | +30.4% | -15.9% | +8.3% |
| All | -2.3% | +62.2% | -64.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling