+498.4%
ABBV vs MLM
+199.9%
+298.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +4.2% | -6.8% | +11.0% | +5.5% |
| 3M | +14.8% | -11.2% | +26.1% | +17.0% |
| 6M | +10.3% | -21.8% | +32.1% | +14.9% |
| YTD | +14.9% | -17.0% | +31.9% | +18.0% |
| 1Y | +24.1% | -16.4% | +40.5% | +27.2% |
| 3Y | +91.9% | +14.5% | +77.5% | +83.6% |
| 5Y | +176.0% | +41.7% | +134.3% | +149.2% |
| All | +498.4% | +199.9% | +298.5% | +337.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling