+57,476.2%
GILD vs MLM
+2,945.1%
+54,531.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -2.2% | +1.4% | -3.6% | -2.6% |
| 30D | +10.1% | -6.5% | +16.6% | +11.9% |
| 3M | +15.2% | -7.4% | +22.7% | +17.2% |
| 6M | +3.1% | -15.8% | +18.9% | +7.4% |
| YTD | +20.9% | -17.4% | +38.4% | +26.0% |
| 1Y | +29.8% | -17.9% | +47.7% | +35.3% |
| 3Y | +113.0% | +18.9% | +94.1% | +98.2% |
| 5Y | +144.9% | +43.4% | +101.4% | +112.4% |
| 10Y | +164.5% | +206.2% | -41.7% | +71.2% |
| All | +57,476.2% | +2,945.1% | +54,531.1% | +18,946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling