+142.4%
GILD vs MLM
+40.9%
+101.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.0% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | +5.8% | -6.1% | +11.9% | +6.9% |
| 3M | +14.9% | -9.7% | +24.6% | +16.8% |
| 6M | -0.4% | -14.4% | +14.1% | +2.2% |
| YTD | +18.5% | -17.7% | +36.3% | +21.8% |
| 1Y | +25.1% | -18.7% | +43.9% | +28.8% |
| 3Y | +105.9% | +18.1% | +87.8% | +94.0% |
| All | +142.4% | +40.9% | +101.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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