+228.3%
ABT vs MLM
+149.0%
+79.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.0% | -2.9% | +3.8% | +1.7% |
| 30D | +11.6% | +10.4% | +1.2% | +9.1% |
| 3M | +2.3% | -3.7% | +6.0% | +3.1% |
| 6M | +32.7% | -10.3% | +43.0% | +35.5% |
| YTD | -9.6% | -14.8% | +5.2% | -7.0% |
| 1Y | -10.1% | -13.9% | +3.8% | -7.8% |
| 3Y | +25.2% | +18.4% | +6.8% | +17.4% |
| 5Y | -4.5% | +31.8% | -36.3% | -14.4% |
| 10Y | +228.3% | +143.4% | +84.9% | +139.4% |
| All | +228.3% | +149.0% | +79.3% | +139.4% |
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