-4.3%
MTZ vs GSK
+9.5%
-13.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.4% |
| 7D | +12.9% | -1.1% | +13.9% | +12.5% |
| 30D | -8.5% | +7.8% | -16.4% | -7.2% |
| 3M | -30.6% | +0.3% | -30.9% | -29.7% |
| 6M | -55.1% | +3.4% | -58.5% | -55.1% |
| YTD | -13.0% | +5.9% | -18.9% | -11.7% |
| 1Y | -4.3% | +8.2% | -12.5% | -3.6% |
| All | -4.3% | +9.5% | -13.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling