-34.6%
MP vs GSK
+14.9%
-49.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.1% | -4.0% |
| 7D | -12.5% | +4.9% | -17.5% | -11.6% |
| 30D | -23.3% | +9.9% | -33.2% | -21.8% |
| 3M | -24.4% | +0.2% | -24.5% | -23.8% |
| 6M | -45.8% | +2.3% | -48.1% | -45.0% |
| YTD | -28.9% | +7.1% | -36.0% | -25.1% |
| 1Y | -34.6% | +13.1% | -47.7% | -28.2% |
| All | -34.6% | +14.9% | -49.5% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling