+128.0%
ABBV vs MLM
+18.7%
+109.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | +8.0% | +8.2% | -0.2% | +6.8% |
| 3M | +20.2% | -3.6% | +23.8% | +20.7% |
| 6M | +44.0% | -15.6% | +59.5% | +47.4% |
| YTD | +31.3% | -16.4% | +47.7% | +33.9% |
| 1Y | +37.0% | -14.3% | +51.3% | +39.0% |
| 3Y | +128.0% | +19.3% | +108.6% | +116.0% |
| All | +128.0% | +18.7% | +109.2% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling