+229.2%
MXL vs GSK
+47.2%
+182.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +18.9% | -3.5% | +22.4% | +17.6% |
| 30D | +0.3% | -3.4% | +3.8% | -0.5% |
| 3M | -8.0% | -8.1% | +0.1% | -9.2% |
| 6M | +341.2% | -11.1% | +352.4% | +333.5% |
| YTD | +327.8% | +0.7% | +327.1% | +323.3% |
| 1Y | +364.9% | +20.1% | +344.8% | +366.1% |
| 3Y | +229.2% | +46.1% | +183.1% | +237.0% |
| All | +229.2% | +47.2% | +182.0% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling