+1,156.2%
ABBV vs MET
+399.1%
+757.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | +4.2% | +1.4% | +2.8% | +3.6% |
| 3M | +14.8% | +17.7% | -2.9% | +9.2% |
| 6M | +10.3% | +35.0% | -24.7% | +0.6% |
| YTD | +14.9% | +26.3% | -11.4% | +6.4% |
| 1Y | +24.1% | +22.8% | +1.3% | +15.7% |
| 3Y | +91.9% | +65.9% | +26.0% | +60.8% |
| 5Y | +176.0% | +85.4% | +90.7% | +118.8% |
| 10Y | +502.9% | +253.7% | +249.2% | +258.1% |
| All | +1,156.2% | +399.1% | +757.0% | +650.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 all: compounded portfolio wealth divided by compounded MET 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…
all analysis · Full analysis span regression · 6 months rolling