-5.9%
ABT vs MULL
+444.9%
-450.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -13.8% | +19.3% | +5.0% |
| 7D | +12.5% | -35.9% | +48.4% | +10.8% |
| 30D | +16.1% | -47.3% | +63.4% | +13.8% |
| 3M | +10.2% | -30.6% | +40.8% | +9.4% |
| 6M | +33.7% | +13.7% | +20.0% | +33.9% |
| YTD | -5.5% | +272.1% | -277.6% | -5.3% |
| 1Y | -5.9% | +475.1% | -481.0% | -5.9% |
| All | -5.9% | +444.9% | -450.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling