+254.1%
MP vs GSK
+59.2%
+194.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | +1.7% | -12.2% | -10.7% |
| 30D | -23.5% | +7.0% | -30.6% | -24.4% |
| 3M | -25.4% | -2.7% | -22.8% | -25.2% |
| 6M | -51.3% | +1.4% | -52.7% | -51.6% |
| YTD | -29.9% | +5.3% | -35.3% | -31.2% |
| 1Y | -31.8% | +10.6% | -42.5% | -33.9% |
| 3Y | +127.0% | +62.6% | +64.4% | +95.3% |
| 5Y | -3.3% | +41.7% | -45.0% | -14.4% |
| All | +254.1% | +59.2% | +194.9% | +213.4% |
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