+210.2%
ABT vs MLM
+199.9%
+10.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | -3.7% | -2.9% | -0.8% | -3.0% |
| 30D | +2.5% | -6.8% | +9.3% | +4.1% |
| 3M | +20.2% | -11.2% | +31.4% | +23.2% |
| 6M | -2.9% | -21.8% | +18.9% | +2.2% |
| YTD | -11.9% | -17.0% | +5.0% | -8.8% |
| 1Y | -16.5% | -16.4% | -0.2% | -13.8% |
| 3Y | +12.1% | +14.5% | -2.4% | +5.9% |
| 5Y | -7.4% | +41.7% | -49.2% | -18.0% |
| All | +210.2% | +199.9% | +10.3% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling