+604.1%
ABBV vs MLM
+138.2%
+465.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +4.7% | +9.0% | -4.3% | +3.1% |
| 3M | +18.3% | -5.6% | +23.9% | +19.4% |
| 6M | +43.4% | -10.7% | +54.1% | +45.7% |
| YTD | +33.0% | -17.2% | +50.1% | +36.5% |
| 1Y | +30.8% | -14.2% | +45.0% | +33.3% |
| 3Y | +135.1% | +15.6% | +119.5% | +124.9% |
| 5Y | +201.2% | +26.2% | +175.0% | +179.6% |
| All | +604.1% | +138.2% | +465.9% | +441.0% |
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