+237.4%
MP vs GSK
+59.5%
+177.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.8% |
| 7D | -19.0% | +3.6% | -22.5% | -19.4% |
| 30D | -30.5% | +8.2% | -38.7% | -31.4% |
| 3M | -29.6% | -1.2% | -28.4% | -29.5% |
| 6M | -50.4% | +1.9% | -52.3% | -50.8% |
| YTD | -33.2% | +5.5% | -38.7% | -34.5% |
| 1Y | -38.6% | +11.8% | -50.4% | -40.5% |
| 3Y | +105.5% | +64.5% | +41.0% | +76.2% |
| 5Y | -7.8% | +41.9% | -49.7% | -18.5% |
| All | +237.4% | +59.5% | +177.9% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling