+13.1%
GSK vs MLM
-11.4%
+24.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +4.5% |
| 7D | +4.9% | +9.1% | -4.2% | +2.9% |
| 30D | +9.9% | +14.6% | -4.8% | +6.5% |
| 3M | +0.2% | +0.3% | -0.1% | 0.0% |
| 6M | +2.3% | -7.5% | +9.8% | +4.1% |
| YTD | +7.1% | -10.2% | +17.3% | +7.8% |
| 1Y | +13.1% | -10.5% | +23.6% | +13.8% |
| All | +13.1% | -11.4% | +24.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling