+135.1%
ABBV vs MLM
+15.7%
+119.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.4% |
| 3M | +18.3% | -5.6% | +23.9% | +19.3% |
| 6M | +43.4% | -10.7% | +54.1% | +45.4% |
| YTD | +33.0% | -17.2% | +50.1% | +35.8% |
| 1Y | +30.8% | -14.2% | +45.0% | +32.6% |
| 3Y | +135.1% | +15.6% | +119.5% | +124.2% |
| All | +135.1% | +15.7% | +119.5% | +124.2% |
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