+604.1%
ABBV vs MDT
+62.9%
+541.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | +1.3% | +1.0% | +0.2% | +0.8% |
| 30D | +4.7% | +9.2% | -4.4% | +0.7% |
| 3M | +18.3% | +14.5% | +3.9% | +11.4% |
| 6M | +43.4% | +37.3% | +6.1% | +24.6% |
| YTD | +33.0% | +9.8% | +23.2% | +26.7% |
| 1Y | +30.8% | +10.5% | +20.3% | +24.1% |
| 3Y | +135.1% | +57.4% | +77.7% | +89.0% |
| 5Y | +201.2% | +1.2% | +200.1% | +191.0% |
| All | +604.1% | +62.9% | +541.2% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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