+7,983.2%
MDT vs GSK
+1,705.8%
+6,277.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.8% |
| 7D | +3.2% | -1.8% | +5.1% | +3.9% |
| 30D | +9.5% | -2.2% | +11.7% | +10.3% |
| 3M | +16.0% | -1.8% | +17.8% | +16.6% |
| 6M | +0.2% | -10.6% | +10.8% | +4.1% |
| YTD | -0.3% | +4.4% | -4.7% | -2.2% |
| 1Y | +4.7% | +30.4% | -25.7% | -5.5% |
| 3Y | +26.5% | +60.1% | -33.5% | +4.3% |
| 5Y | -18.2% | +46.8% | -65.0% | -31.5% |
| 10Y | +40.0% | +79.2% | -39.2% | +8.2% |
| All | +7,983.2% | +1,705.8% | +6,277.3% | +2,665.7% |
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 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