+135.1%
ABBV vs MDT
+55.1%
+80.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | -3.2% | +3.2% | +1.2% |
| 30D | +5.6% | +10.5% | -5.0% | +1.6% |
| 3M | +18.7% | +13.0% | +5.7% | +13.3% |
| 6M | +47.4% | +38.7% | +8.7% | +30.5% |
| YTD | +33.0% | +8.5% | +24.5% | +28.2% |
| 1Y | +34.9% | +10.0% | +24.9% | +29.2% |
| All | +135.1% | +55.1% | +80.0% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling