+153.3%
MP vs GSK
+60.3%
+92.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | -2.9% | -1.8% | -1.0% | -2.8% |
| 30D | +13.8% | -2.2% | +16.0% | +14.0% |
| 3M | -16.7% | -1.8% | -14.9% | -16.7% |
| 6M | -11.5% | -10.6% | -0.9% | -10.7% |
| YTD | +7.9% | +4.4% | +3.5% | +6.8% |
| 1Y | -15.0% | +30.4% | -45.5% | -19.3% |
| All | +153.3% | +60.3% | +92.9% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling