+267.3%
MP vs GSK
+60.1%
+207.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.9% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | -15.3% | +7.8% | -23.1% | -16.3% |
| 3M | -33.5% | +0.3% | -33.8% | -33.6% |
| 6M | -45.5% | +3.4% | -49.0% | -46.1% |
| YTD | -27.3% | +5.9% | -33.2% | -28.7% |
| 1Y | -40.7% | +8.2% | -48.9% | -42.1% |
| 3Y | +145.9% | +65.3% | +80.6% | +110.7% |
| 5Y | -13.9% | +43.3% | -57.2% | -23.9% |
| All | +267.3% | +60.1% | +207.2% | +224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling