+100.5%
GSK vs MLM
+167.5%
-67.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.0% |
| 7D | +4.9% | -3.8% | +8.8% | +5.6% |
| 30D | +10.8% | +11.0% | -0.2% | +8.8% |
| 3M | -1.8% | -3.1% | +1.2% | -1.4% |
| 6M | +4.1% | -9.8% | +13.9% | +5.6% |
| YTD | +7.9% | -14.4% | +22.2% | +10.2% |
| 1Y | +14.4% | -12.6% | +27.0% | +16.5% |
| 3Y | +68.1% | +19.7% | +48.4% | +61.1% |
| 5Y | +47.7% | +29.8% | +17.9% | +37.7% |
| 10Y | +100.5% | +153.5% | -53.0% | +59.6% |
| All | +100.5% | +167.5% | -67.0% | +59.6% |
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