+17.3%
ABBV vs MDLN
-7.1%
+24.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | -11.1% | +11.4% | +1.5% |
| 30D | +3.4% | -8.4% | +11.7% | +4.2% |
| 3M | +15.2% | -12.4% | +27.6% | +16.4% |
| 6M | +14.7% | -23.3% | +37.9% | +16.9% |
| YTD | +15.2% | -22.5% | +37.7% | +15.4% |
| All | +17.3% | -7.1% | +24.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling