+103.6%
GSK vs MLM
+185.4%
-81.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.2% |
| 7D | +1.7% | -4.1% | +5.8% | +2.4% |
| 30D | +7.0% | +8.2% | -1.1% | +5.6% |
| 3M | -2.7% | -3.6% | +0.9% | -2.2% |
| 6M | +1.4% | -15.6% | +17.0% | +4.1% |
| YTD | +5.3% | -16.4% | +21.8% | +8.1% |
| 1Y | +10.6% | -14.3% | +25.0% | +13.0% |
| 3Y | +62.6% | +19.3% | +43.3% | +55.9% |
| 5Y | +41.7% | +29.6% | +12.1% | +32.0% |
| All | +103.6% | +185.4% | -81.8% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling