+12.7%
GSK vs MLM
-12.5%
+25.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.8% |
| 7D | +4.9% | -3.8% | +8.8% | +5.8% |
| 30D | +10.8% | +11.0% | -0.2% | +8.2% |
| 3M | -1.8% | -3.1% | +1.2% | -1.2% |
| 6M | +4.1% | -9.8% | +13.9% | +6.4% |
| YTD | +7.9% | -14.4% | +22.2% | +9.7% |
| All | +12.7% | -12.5% | +25.2% | +13.7% |
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 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