+1,335.6%
ABBV vs MLM
+495.3%
+840.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | -1.2% | -4.1% | +2.9% | -0.4% |
| 30D | +8.0% | +8.2% | -0.2% | +6.2% |
| 3M | +20.2% | -3.6% | +23.8% | +20.9% |
| 6M | +44.0% | -15.6% | +59.5% | +48.3% |
| YTD | +31.3% | -16.4% | +47.7% | +35.0% |
| 1Y | +37.0% | -14.3% | +51.3% | +40.1% |
| 3Y | +128.0% | +19.3% | +108.6% | +115.2% |
| 5Y | +196.9% | +29.6% | +167.3% | +170.5% |
| 10Y | +681.2% | +189.9% | +491.3% | +448.2% |
| All | +1,335.6% | +495.3% | +840.4% | +706.8% |
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