+1,129.0%
ABBV vs MCO
+966.7%
+162.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.3% |
| 7D | -4.1% | -3.1% | -1.0% | -3.2% |
| 30D | +1.2% | -0.5% | +1.7% | +1.3% |
| 3M | +12.1% | +5.7% | +6.4% | +9.8% |
| 6M | +12.0% | +3.0% | +9.0% | +10.3% |
| YTD | +12.4% | -6.5% | +18.9% | +13.4% |
| 1Y | +22.9% | -5.8% | +28.7% | +23.4% |
| 3Y | +86.8% | +43.1% | +43.6% | +60.5% |
| 5Y | +181.0% | +29.5% | +151.5% | +143.7% |
| 10Y | +497.0% | +388.8% | +108.1% | +193.0% |
| All | +1,129.0% | +966.7% | +162.3% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling