+1,156.2%
ABBV vs MLM
+491.4%
+664.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | +4.2% | -6.8% | +11.0% | +5.6% |
| 3M | +14.8% | -11.2% | +26.1% | +17.3% |
| 6M | +10.3% | -21.8% | +32.1% | +15.4% |
| YTD | +14.9% | -17.0% | +31.9% | +18.4% |
| 1Y | +24.1% | -16.4% | +40.5% | +27.6% |
| 3Y | +91.9% | +14.5% | +77.5% | +82.7% |
| 5Y | +176.0% | +41.7% | +134.3% | +146.1% |
| 10Y | +502.9% | +200.0% | +302.9% | +318.8% |
| All | +1,156.2% | +491.4% | +664.8% | +607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling