+134.8%
ABBV vs MLM
+18.8%
+115.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | +1.5% | -3.8% | +5.4% | +2.1% |
| 30D | +6.7% | +11.0% | -4.3% | +5.1% |
| 3M | +19.9% | -3.1% | +23.0% | +20.4% |
| 6M | +47.5% | -9.8% | +57.2% | +49.4% |
| YTD | +32.2% | -14.4% | +46.6% | +34.3% |
| 1Y | +37.8% | -12.6% | +50.4% | +39.4% |
| 3Y | +134.8% | +19.7% | +115.0% | +122.9% |
| All | +134.8% | +18.8% | +115.9% | +122.9% |
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