+9.5%
GSK vs MLM
-16.0%
+25.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +6.3% | +9.0% | -2.7% | +4.3% |
| 3M | +1.8% | -5.6% | +7.4% | +3.1% |
| 6M | +1.7% | -10.7% | +12.3% | +4.0% |
| YTD | +6.5% | -17.2% | +23.7% | +9.1% |
| 1Y | +9.5% | -14.2% | +23.7% | +9.4% |
| All | +9.5% | -16.0% | +25.4% | +9.4% |
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