+185.0%
ABBV vs MCO
+26.6%
+158.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -2.0% | -7.3% | +5.3% | -0.8% |
| 30D | +2.0% | -1.7% | +3.7% | +2.2% |
| 3M | +14.2% | +3.9% | +10.2% | +13.3% |
| 6M | +14.1% | +3.8% | +10.3% | +13.1% |
| YTD | +14.2% | -7.9% | +22.1% | +15.3% |
| 1Y | +24.2% | -6.8% | +31.1% | +25.0% |
| 3Y | +89.8% | +40.9% | +48.9% | +78.3% |
| All | +185.0% | +26.6% | +158.5% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling