+3,733.9%
ABT vs MLM
+2,981.8%
+752.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | +3.5% | -4.1% | +7.6% | +4.4% |
| 30D | +12.0% | +8.2% | +3.9% | +10.4% |
| 3M | +2.5% | -3.6% | +6.0% | +3.1% |
| 6M | +29.1% | -15.6% | +44.6% | +32.8% |
| YTD | -10.1% | -16.4% | +6.3% | -7.6% |
| 1Y | -9.8% | -14.3% | +4.5% | -7.8% |
| 3Y | +23.3% | +19.3% | +3.9% | +17.3% |
| 5Y | -2.4% | +29.6% | -31.9% | -9.3% |
| 10Y | +239.4% | +189.9% | +49.5% | +162.0% |
| All | +3,733.9% | +2,981.8% | +752.1% | +1,814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling