-24.5%
MDB vs GSK
+46.9%
-71.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.7% | -2.9% |
| 7D | -18.0% | -4.2% | -13.8% | -17.3% |
| 30D | -10.7% | -7.5% | -3.2% | -9.4% |
| 3M | +1.0% | -3.3% | +4.3% | +1.4% |
| 6M | +31.6% | -9.3% | +40.9% | +33.6% |
| YTD | -15.2% | +1.6% | -16.8% | -16.9% |
| 1Y | +10.1% | +25.5% | -15.4% | +1.4% |
| 3Y | -5.6% | +49.3% | -54.9% | -20.7% |
| 5Y | -24.5% | +46.7% | -71.2% | -38.7% |
| All | -24.5% | +46.9% | -71.4% | -38.7% |
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