+24.1%
ABBV vs MCO
+0.4%
+23.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | +0.4% | -4.2% | +4.5% | +0.5% |
| 30D | +4.2% | +2.2% | +2.0% | +4.1% |
| 3M | +14.8% | +10.1% | +4.7% | +14.7% |
| 6M | +10.3% | +5.3% | +5.0% | +10.0% |
| YTD | +14.9% | -2.7% | +17.6% | +15.4% |
| 1Y | +24.1% | -0.4% | +24.5% | +24.5% |
| All | +24.1% | +0.4% | +23.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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