-7.9%
ABT vs MULL
+2,366.2%
-2,374.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.3% | +7.6% | -1.9% |
| 7D | -5.0% | +3.6% | -8.6% | -4.9% |
| 30D | -5.8% | +22.0% | -27.8% | -5.4% |
| 3M | +16.7% | -8.6% | +25.4% | +17.2% |
| 6M | -5.2% | +248.5% | -253.8% | -5.8% |
| YTD | -16.0% | +516.3% | -532.3% | -16.9% |
| 1Y | -18.3% | +2,036.6% | -2,054.9% | -20.9% |
| All | -7.9% | +2,366.2% | -2,374.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling