+181.0%
ABBV vs MAR
+158.8%
+22.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -4.1% | -0.5% | -3.6% | -4.1% |
| 30D | +1.2% | -4.7% | +5.8% | +1.7% |
| 3M | +12.1% | -15.6% | +27.7% | +13.9% |
| 6M | +12.0% | +1.2% | +10.8% | +11.7% |
| YTD | +12.4% | +7.5% | +4.9% | +11.2% |
| 1Y | +22.9% | +26.6% | -3.7% | +19.6% |
| 3Y | +86.8% | +66.0% | +20.8% | +75.9% |
| 5Y | +181.0% | +154.1% | +26.9% | +149.7% |
| All | +181.0% | +158.8% | +22.2% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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