-10.9%
MP vs GSK
+44.4%
-55.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +9.5% | +1.1% | +8.3% | +9.3% |
| 30D | -3.0% | +6.3% | -9.3% | -4.0% |
| 3M | -30.4% | +1.8% | -32.2% | -30.6% |
| 6M | -39.2% | +1.7% | -40.8% | -39.7% |
| YTD | -23.3% | +6.5% | -29.8% | -25.1% |
| 1Y | -32.6% | +9.5% | -42.1% | -34.8% |
| 3Y | +159.3% | +65.3% | +94.0% | +112.4% |
| All | -10.9% | +44.4% | -55.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling