+40.7%
ABBV vs MULL
+444.9%
-404.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.8% | +2.8% |
| 7D | +3.1% | -35.9% | +39.0% | +2.1% |
| 30D | +11.6% | -47.3% | +59.0% | +10.2% |
| 3M | +21.7% | -30.6% | +52.3% | +21.0% |
| 6M | +43.5% | +13.7% | +29.8% | +42.7% |
| YTD | +32.9% | +272.1% | -239.2% | +31.3% |
| 1Y | +40.7% | +475.1% | -434.4% | +40.6% |
| All | +40.7% | +444.9% | -404.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling