+492.6%
MTZ vs GSK
+101.6%
+391.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.1% |
| 7D | -2.4% | +4.9% | -7.3% | -3.5% |
| 30D | -11.1% | +10.8% | -21.9% | -13.2% |
| 3M | -30.6% | -1.8% | -28.8% | -30.6% |
| 6M | -54.4% | +4.1% | -58.5% | -55.2% |
| YTD | -13.0% | +7.9% | -20.9% | -15.6% |
| 1Y | -5.7% | +14.4% | -20.1% | -9.9% |
| 3Y | +297.2% | +68.1% | +229.1% | +226.5% |
| 5Y | +95.9% | +47.7% | +48.2% | +66.2% |
| 10Y | +492.6% | +100.5% | +392.2% | +387.2% |
| All | +492.6% | +101.6% | +391.1% | +387.2% |
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