+602.8%
ABBV vs MOD
+822.6%
-219.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | +2.2% | +16.1% | -13.9% | +1.5% |
| 30D | +8.0% | -38.5% | +46.5% | +9.8% |
| 3M | +19.1% | -46.8% | +65.9% | +21.7% |
| 6M | +43.5% | -61.6% | +105.1% | +48.2% |
| YTD | +32.7% | -20.5% | +53.3% | +31.1% |
| 1Y | +30.0% | -28.0% | +58.0% | +28.9% |
| 3Y | +134.7% | +134.9% | -0.2% | +106.2% |
| 5Y | +200.7% | +833.2% | -632.5% | +127.5% |
| All | +602.8% | +822.6% | -219.9% | +409.0% |
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