+49.2%
GSK vs MLM
+41.9%
+7.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.1% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -2.2% | -6.8% | +4.7% | -1.0% |
| 3M | -1.8% | -11.2% | +9.4% | 0.0% |
| 6M | -10.6% | -21.8% | +11.2% | -7.1% |
| YTD | +4.4% | -17.0% | +21.4% | +7.3% |
| 1Y | +30.4% | -16.4% | +46.8% | +33.7% |
| 3Y | +60.1% | +14.5% | +45.6% | +55.2% |
| All | +49.2% | +41.9% | +7.3% | +36.2% |
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