+157.9%
MTZ vs GSK
+48.0%
+109.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -11.1% | -2.2% | -8.9% | -11.0% |
| 3M | -36.7% | -1.8% | -34.9% | -36.7% |
| 6M | -21.9% | -10.6% | -11.3% | -21.4% |
| YTD | +9.1% | +4.4% | +4.7% | +8.7% |
| 1Y | +30.0% | +30.4% | -0.5% | +27.3% |
| 3Y | +138.5% | +60.1% | +78.4% | +124.0% |
| All | +157.9% | +48.0% | +109.9% | +129.5% |
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 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