+83.8%
ABBV vs MULL
+1,230.7%
-1,146.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.2% |
| 7D | +1.3% | +24.5% | -23.3% | +1.2% |
| 30D | +4.7% | -35.5% | +40.2% | +4.7% |
| 3M | +18.3% | -44.8% | +63.1% | +18.3% |
| 6M | +43.4% | -45.5% | +88.8% | +41.8% |
| YTD | +33.0% | +232.5% | -199.5% | +23.2% |
| 1Y | +30.8% | +343.3% | -312.4% | +19.6% |
| All | +83.8% | +1,230.7% | -1,146.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling