+40.7%
ABBV vs MDB
-8.5%
+49.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.0% |
| 7D | +3.1% | -16.5% | +19.6% | +2.4% |
| 30D | +11.6% | -8.6% | +20.2% | +11.3% |
| 3M | +21.7% | -13.6% | +35.3% | +21.4% |
| 6M | +43.5% | +24.1% | +19.5% | +45.8% |
| YTD | +32.9% | -21.8% | +54.7% | +34.5% |
| 1Y | +40.7% | -7.7% | +48.4% | +43.7% |
| All | +40.7% | -8.5% | +49.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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