+45.3%
GSK vs MLM
+29.9%
+15.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.2% | -2.9% | +8.1% | +5.7% |
| 30D | +10.2% | +10.4% | -0.3% | +8.2% |
| 3M | -0.9% | -3.7% | +2.8% | -0.4% |
| 6M | +3.5% | -10.3% | +13.7% | +5.1% |
| YTD | +7.2% | -14.8% | +22.0% | +9.6% |
| 1Y | +12.0% | -13.9% | +25.9% | +14.3% |
| 3Y | +67.3% | +18.4% | +49.0% | +60.9% |
| 5Y | +45.3% | +31.8% | +13.4% | +32.7% |
| All | +45.3% | +29.9% | +15.3% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling