-5.9%
ABT vs MULL
+2,481.0%
-2,487.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.6% |
| 7D | -3.1% | +14.0% | -17.1% | -2.9% |
| 30D | -2.1% | +24.8% | -26.9% | -1.7% |
| 3M | +17.4% | -16.1% | +33.5% | +17.9% |
| 6M | -2.4% | +330.9% | -333.3% | -2.9% |
| YTD | -14.2% | +545.0% | -559.2% | -15.1% |
| 1Y | -18.3% | +2,427.1% | -2,445.5% | -21.1% |
| All | -5.9% | +2,481.0% | -2,487.0% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling