+32.8%
MXL vs GSK
+47.2%
-14.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.1% |
| 7D | +16.6% | -5.4% | +22.0% | +16.2% |
| 30D | +0.5% | -4.6% | +5.1% | +0.2% |
| 3M | -3.6% | -5.1% | +1.5% | -3.9% |
| 6M | +328.0% | -11.4% | +339.5% | +326.4% |
| YTD | +297.8% | +0.7% | +297.1% | +290.7% |
| 1Y | +339.4% | +23.0% | +316.4% | +322.4% |
| 3Y | +201.7% | +48.0% | +153.8% | +175.5% |
| 5Y | +32.8% | +48.2% | -15.5% | -1.7% |
| All | +32.8% | +47.2% | -14.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling