+105.2%
GSK vs MLM
+138.2%
-33.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +6.3% | +9.0% | -2.7% | +4.7% |
| 3M | +1.8% | -5.6% | +7.4% | +2.7% |
| 6M | +1.7% | -10.7% | +12.3% | +3.3% |
| YTD | +6.5% | -17.2% | +23.7% | +9.5% |
| 1Y | +9.5% | -14.2% | +23.7% | +11.8% |
| 3Y | +65.3% | +15.6% | +49.7% | +59.4% |
| 5Y | +43.7% | +26.2% | +17.5% | +34.6% |
| All | +105.2% | +138.2% | -33.0% | +65.7% |
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