+200.6%
ABBV vs MLM
+29.9%
+170.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.8% | -2.9% | +5.6% | +3.1% |
| 30D | +7.0% | +10.4% | -3.5% | +5.6% |
| 3M | +19.2% | -3.7% | +23.0% | +19.7% |
| 6M | +47.8% | -10.3% | +58.0% | +49.4% |
| YTD | +32.5% | -14.8% | +47.3% | +34.5% |
| 1Y | +38.4% | -13.9% | +52.3% | +40.2% |
| 3Y | +134.3% | +18.4% | +115.9% | +126.7% |
| 5Y | +200.6% | +31.8% | +168.8% | +185.1% |
| All | +200.6% | +29.9% | +170.7% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling