-59.8%
MTZ vs GSK
+0.3%
-60.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.4% |
| 7D | -6.4% | +1.7% | -8.1% | -4.4% |
| 30D | -22.1% | +7.0% | -29.1% | -18.0% |
| 3M | -32.7% | -2.7% | -30.0% | -31.4% |
| 6M | -59.8% | +1.4% | -61.2% | -60.0% |
| All | -59.8% | +0.3% | -60.1% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling