-18.3%
MDT vs GSK
+47.2%
-65.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -1.6% | -5.4% | +3.8% | -0.1% |
| 30D | +1.0% | -4.6% | +5.6% | +2.3% |
| 3M | +15.2% | -5.1% | +20.3% | +16.8% |
| 6M | +3.7% | -11.4% | +15.1% | +6.9% |
| YTD | -3.0% | +0.7% | -3.7% | -3.2% |
| 1Y | +2.5% | +23.0% | -20.6% | -2.9% |
| 3Y | +26.5% | +48.0% | -21.5% | +12.7% |
| 5Y | -18.3% | +48.2% | -66.5% | -28.4% |
| All | -18.3% | +47.2% | -65.5% | -28.4% |
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