+187.2%
ABBV vs MKC
-33.9%
+221.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | +2.0% | -3.4% | +5.3% | +2.8% |
| 3M | +14.2% | +3.8% | +10.4% | +13.0% |
| 6M | +14.1% | -17.9% | +32.0% | +19.1% |
| YTD | +14.2% | -23.6% | +37.9% | +21.1% |
| 1Y | +24.2% | -23.1% | +47.3% | +31.2% |
| 3Y | +89.8% | -31.5% | +121.3% | +106.9% |
| 5Y | +187.2% | -33.1% | +220.3% | +209.6% |
| All | +187.2% | -33.9% | +221.1% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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