+406.9%
ABBV vs MGY
+210.8%
+196.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -4.1% | +1.5% | -5.6% | -4.3% |
| 30D | +1.2% | +6.8% | -5.7% | +0.4% |
| 3M | +12.1% | +2.6% | +9.5% | +11.6% |
| 6M | +12.0% | -3.1% | +15.1% | +12.0% |
| YTD | +12.4% | +29.4% | -17.0% | +8.5% |
| 1Y | +22.9% | +22.3% | +0.6% | +19.3% |
| 3Y | +86.8% | +26.6% | +60.2% | +78.4% |
| 5Y | +181.0% | +92.1% | +88.9% | +146.7% |
| All | +406.9% | +210.8% | +196.0% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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