+602.6%
ABBV vs MOD
+915.9%
-313.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.2% |
| 7D | +0.1% | +8.2% | -8.2% | -0.3% |
| 30D | +5.6% | -38.2% | +43.7% | +7.4% |
| 3M | +18.7% | -46.2% | +64.9% | +21.2% |
| 6M | +47.4% | -62.5% | +109.9% | +52.4% |
| YTD | +33.0% | -20.1% | +53.1% | +31.4% |
| 1Y | +34.9% | -29.7% | +64.6% | +33.9% |
| 3Y | +135.2% | +136.2% | -1.0% | +106.6% |
| 5Y | +202.1% | +820.4% | -618.3% | +129.0% |
| 10Y | +602.6% | +839.8% | -237.3% | +408.4% |
| All | +602.6% | +915.9% | -313.3% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling