+297.0%
MXL vs GSK
+14.9%
+282.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.0% | -16.2% | -5.9% |
| 7D | -24.3% | +4.9% | -29.3% | -19.9% |
| 30D | -46.1% | +9.9% | -56.0% | -39.7% |
| 3M | -21.8% | +0.2% | -22.0% | -18.2% |
| 6M | -27.2% | +2.3% | -29.6% | -21.0% |
| YTD | +226.2% | +7.1% | +219.1% | +234.3% |
| 1Y | +297.0% | +13.1% | +283.9% | +304.5% |
| All | +297.0% | +14.9% | +282.1% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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