+30.0%
ABBV vs MDB
-8.9%
+38.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.2% | +11.6% | -9.4% | +2.5% |
| 30D | +8.0% | -8.9% | +16.9% | +7.7% |
| 3M | +19.1% | -22.4% | +41.5% | +18.1% |
| 6M | +43.5% | +10.1% | +33.5% | +44.9% |
| YTD | +32.7% | -19.0% | +51.8% | +34.6% |
| 1Y | +30.0% | -7.0% | +37.0% | +32.3% |
| All | +30.0% | -8.9% | +38.9% | +32.3% |
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