+258.1%
MTZ vs GSK
+63.2%
+194.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.0% |
| 30D | -22.1% | +7.0% | -29.1% | -21.3% |
| 3M | -32.7% | -2.7% | -30.0% | -32.4% |
| 6M | -59.8% | +1.4% | -61.2% | -59.6% |
| YTD | -19.9% | +5.3% | -25.3% | -18.8% |
| 1Y | -11.5% | +10.6% | -22.1% | -9.9% |
| 3Y | +258.1% | +62.6% | +195.5% | +258.6% |
| All | +258.1% | +63.2% | +194.9% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling