-45.2%
MDB vs GSK
+43.2%
-88.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -11.4% | +1.7% | -13.0% | -11.6% |
| 30D | -13.8% | +7.0% | -20.9% | -15.1% |
| 3M | -15.5% | -2.7% | -12.8% | -15.1% |
| 6M | +17.9% | +1.4% | +16.5% | +16.8% |
| YTD | -25.5% | +5.3% | -30.8% | -27.6% |
| 1Y | -12.1% | +10.6% | -22.7% | -15.8% |
| 3Y | -5.9% | +62.6% | -68.5% | -23.6% |
| All | -45.2% | +43.2% | -88.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling