+144.0%
MP vs GSK
+67.2%
+76.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.9% |
| 7D | -3.6% | +5.2% | -8.8% | -3.7% |
| 30D | -21.0% | +10.2% | -31.2% | -21.2% |
| 3M | -33.3% | -0.9% | -32.4% | -33.1% |
| 6M | -45.9% | +3.5% | -49.4% | -46.0% |
| YTD | -27.8% | +7.2% | -35.1% | -28.4% |
| 1Y | -43.2% | +12.0% | -55.2% | -43.9% |
| 3Y | +144.0% | +67.3% | +76.7% | +113.0% |
| All | +144.0% | +67.2% | +76.8% | +113.0% |
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