+444.4%
MTZ vs GSK
+102.0%
+342.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | +12.9% | -1.1% | +13.9% | +13.1% |
| 30D | -8.5% | +7.8% | -16.4% | -10.3% |
| 3M | -30.6% | +0.3% | -30.9% | -31.0% |
| 6M | -55.1% | +3.4% | -58.5% | -55.9% |
| YTD | -13.0% | +5.9% | -18.9% | -15.2% |
| 1Y | -4.3% | +8.2% | -12.5% | -7.3% |
| 3Y | +284.0% | +65.3% | +218.8% | +215.9% |
| 5Y | +97.7% | +43.3% | +54.4% | +68.9% |
| 10Y | +444.4% | +102.9% | +341.5% | +333.2% |
| All | +444.4% | +102.0% | +342.4% | +333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling