+1,049.8%
MDB vs GSK
+84.1%
+965.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.5% |
| 7D | -17.4% | -1.8% | -15.6% | -16.9% |
| 30D | -2.0% | -2.2% | +0.1% | -1.4% |
| 3M | -3.0% | -1.8% | -1.2% | -2.9% |
| 6M | +48.7% | -10.6% | +59.3% | +53.0% |
| YTD | -12.1% | +4.4% | -16.6% | -15.3% |
| 1Y | +14.5% | +30.4% | -15.9% | +0.6% |
| 3Y | -6.1% | +60.1% | -66.2% | -27.7% |
| 5Y | -27.3% | +46.8% | -74.1% | -42.5% |
| All | +1,049.8% | +84.1% | +965.7% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling