+2,274.1%
MTZ vs GSK
+1,721.8%
+552.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | -6.4% | +1.7% | -8.1% | -7.3% |
| 30D | -22.1% | +7.0% | -29.1% | -24.3% |
| 3M | -32.7% | -2.7% | -30.0% | -32.8% |
| 6M | -59.8% | +1.4% | -61.2% | -60.7% |
| YTD | -19.9% | +5.3% | -25.3% | -23.0% |
| 1Y | -11.5% | +10.6% | -22.1% | -16.4% |
| 3Y | +258.1% | +62.6% | +195.5% | +184.5% |
| 5Y | +85.5% | +41.7% | +43.8% | +52.3% |
| 10Y | +492.2% | +104.7% | +387.4% | +318.7% |
| All | +2,274.1% | +1,721.8% | +552.3% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling