+3,655.0%
ABT vs MLM
+2,961.7%
+693.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | +2.5% | -6.8% | +9.3% | +3.8% |
| 3M | +20.2% | -11.2% | +31.4% | +22.7% |
| 6M | -2.9% | -21.8% | +18.9% | +1.3% |
| YTD | -11.9% | -17.0% | +5.0% | -9.3% |
| 1Y | -16.5% | -16.4% | -0.2% | -14.3% |
| 3Y | +12.1% | +14.5% | -2.4% | +7.4% |
| 5Y | -7.4% | +41.7% | -49.2% | -15.4% |
| 10Y | +210.7% | +200.0% | +10.6% | +138.4% |
| All | +3,655.0% | +2,961.7% | +693.3% | +1,778.7% |
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