+264.6%
MP vs GSK
+62.1%
+202.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -3.6% | +5.2% | -8.8% | -4.3% |
| 30D | -21.0% | +10.2% | -31.2% | -22.2% |
| 3M | -33.3% | -0.9% | -32.4% | -33.2% |
| 6M | -45.9% | +3.5% | -49.4% | -46.5% |
| YTD | -27.8% | +7.2% | -35.1% | -29.3% |
| 1Y | -43.2% | +12.0% | -55.2% | -44.9% |
| 3Y | +144.0% | +67.3% | +76.7% | +108.8% |
| 5Y | -6.1% | +45.3% | -51.4% | -17.1% |
| All | +264.6% | +62.1% | +202.5% | +222.0% |
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