+1,156.2%
ABBV vs MKC
+111.4%
+1,044.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +0.4% | -5.9% | +6.3% | +2.3% |
| 30D | +4.2% | -0.9% | +5.0% | +4.4% |
| 3M | +14.8% | +12.7% | +2.1% | +10.3% |
| 6M | +10.3% | -19.3% | +29.6% | +17.3% |
| YTD | +14.9% | -22.2% | +37.0% | +23.0% |
| 1Y | +24.1% | -23.3% | +47.5% | +33.3% |
| 3Y | +91.9% | -30.0% | +121.9% | +110.7% |
| 5Y | +176.0% | -33.8% | +209.8% | +203.4% |
| 10Y | +502.9% | +24.4% | +478.5% | +405.4% |
| All | +1,156.2% | +111.4% | +1,044.8% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling