+946.1%
GSK vs MLM
+3,039.4%
-2,093.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.7% | -0.4% |
| 7D | +3.6% | -1.2% | +4.8% | +3.8% |
| 30D | +8.2% | +7.9% | +0.2% | +6.5% |
| 3M | -1.2% | -4.5% | +3.3% | -0.4% |
| 6M | +1.9% | -12.6% | +14.5% | +4.2% |
| YTD | +5.5% | -14.9% | +20.4% | +8.2% |
| 1Y | +11.8% | -13.1% | +24.9% | +14.2% |
| 3Y | +64.5% | +21.2% | +43.3% | +56.1% |
| 5Y | +41.9% | +32.0% | +9.9% | +30.5% |
| 10Y | +105.1% | +195.3% | -90.3% | +52.9% |
| All | +946.1% | +3,039.4% | -2,093.3% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling