+27.4%
ABT vs MLM
+20.9%
+6.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.8% |
| 7D | +8.6% | -1.2% | +9.9% | +8.9% |
| 30D | +16.4% | +7.9% | +8.5% | +15.2% |
| 3M | +8.1% | -4.5% | +12.6% | +8.7% |
| 6M | +32.1% | -12.6% | +44.7% | +34.3% |
| YTD | -7.1% | -14.9% | +7.8% | -5.6% |
| 1Y | -6.5% | -13.1% | +6.6% | -5.3% |
| All | +27.4% | +20.9% | +6.4% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling