+604.1%
ABBV vs MOD
+1,079.7%
-475.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -0.9% |
| 7D | +1.3% | +40.4% | -39.1% | -0.2% |
| 30D | +4.7% | -14.0% | +18.7% | +5.0% |
| 3M | +18.3% | -33.3% | +51.7% | +19.8% |
| 6M | +43.4% | -51.4% | +94.8% | +46.6% |
| YTD | +33.0% | +1.6% | +31.4% | +30.0% |
| 1Y | +30.8% | +5.4% | +25.4% | +27.4% |
| 3Y | +135.1% | +191.0% | -55.9% | +104.9% |
| 5Y | +201.2% | +1,093.1% | -891.9% | +125.5% |
| All | +604.1% | +1,079.7% | -475.5% | +404.6% |
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