+714.5%
MTZ vs GSK
+81.4%
+633.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -11.1% | -2.2% | -8.9% | -10.8% |
| 3M | -36.7% | -1.8% | -34.9% | -36.8% |
| 6M | -21.9% | -10.6% | -11.3% | -20.1% |
| YTD | +9.1% | +4.4% | +4.7% | +7.0% |
| 1Y | +30.0% | +30.4% | -0.5% | +19.6% |
| 3Y | +138.5% | +60.1% | +78.4% | +99.0% |
| 5Y | +158.3% | +46.8% | +111.6% | +117.5% |
| All | +714.5% | +81.4% | +633.1% | +553.5% |
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