+255.6%
MXL vs GSK
+184.7%
+70.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.7% | +8.7% | +7.0% |
| 7D | +15.5% | -4.2% | +19.7% | +17.2% |
| 30D | -11.3% | -7.5% | -3.8% | -8.9% |
| 3M | -16.1% | -3.3% | -12.8% | -16.5% |
| 6M | +323.0% | -9.3% | +332.4% | +327.0% |
| YTD | +281.5% | +1.6% | +279.9% | +262.8% |
| 1Y | +319.3% | +25.5% | +293.8% | +257.3% |
| 3Y | +189.4% | +49.3% | +140.1% | +110.6% |
| 5Y | +26.0% | +46.7% | -20.7% | -10.9% |
| 10Y | +243.5% | +76.8% | +166.7% | +109.1% |
| All | +255.6% | +184.7% | +70.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling