+74.8%
MTZ vs GSK
+43.2%
+31.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.4% |
| 30D | -22.1% | +7.0% | -29.1% | -22.1% |
| 3M | -32.7% | -2.7% | -30.0% | -32.5% |
| 6M | -59.8% | +1.4% | -61.2% | -59.9% |
| YTD | -19.9% | +5.3% | -25.3% | -20.1% |
| 1Y | -11.5% | +10.6% | -22.1% | -12.0% |
| 3Y | +258.1% | +62.6% | +195.5% | +236.7% |
| All | +74.8% | +43.2% | +31.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling