+181.0%
ABBV vs MDT
-20.5%
+201.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +1.2% | +2.8% | -1.6% | +0.3% |
| 3M | +12.1% | +13.1% | -1.0% | +7.7% |
| 6M | +12.0% | +2.3% | +9.7% | +10.8% |
| YTD | +12.4% | -2.7% | +15.1% | +12.8% |
| 1Y | +22.9% | +0.9% | +22.1% | +21.8% |
| 3Y | +86.8% | +26.8% | +59.9% | +72.5% |
| 5Y | +181.0% | -19.5% | +200.5% | +187.9% |
| All | +181.0% | -20.5% | +201.5% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling