-6.1%
MP vs GSK
+44.6%
-50.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -3.6% | +5.2% | -8.8% | -4.4% |
| 30D | -21.0% | +10.2% | -31.2% | -22.4% |
| 3M | -33.3% | -0.9% | -32.4% | -33.2% |
| 6M | -45.9% | +3.5% | -49.4% | -46.6% |
| YTD | -27.8% | +7.2% | -35.1% | -29.7% |
| 1Y | -43.2% | +12.0% | -55.2% | -45.3% |
| 3Y | +144.0% | +67.3% | +76.7% | +98.8% |
| 5Y | -6.1% | +45.3% | -51.4% | -23.3% |
| All | -6.1% | +44.6% | -50.7% | -23.3% |
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