+203.0%
ABBV vs MDB
-43.2%
+246.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | +0.7% |
| 7D | +1.5% | -0.9% | +2.5% | +1.5% |
| 30D | +6.7% | -15.2% | +21.9% | +6.7% |
| 3M | +19.9% | -17.9% | +37.9% | +19.9% |
| 6M | +47.5% | +9.3% | +38.1% | +47.4% |
| YTD | +32.2% | -22.0% | +54.2% | +32.4% |
| 1Y | +37.8% | -9.3% | +47.2% | +37.9% |
| 3Y | +134.8% | -10.4% | +145.2% | +132.9% |
| 5Y | +203.0% | -43.2% | +246.2% | +194.9% |
| All | +203.0% | -43.2% | +246.2% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling