+643.2%
ABBV vs MOD
+911.6%
-268.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.8% |
| 7D | -1.2% | -25.5% | +24.3% | -0.2% |
| 30D | +8.0% | -49.0% | +57.0% | +10.7% |
| 3M | +20.2% | -49.8% | +70.0% | +23.1% |
| 6M | +44.0% | -64.8% | +108.7% | +49.2% |
| YTD | +31.3% | -27.6% | +58.9% | +30.2% |
| 1Y | +37.0% | -35.2% | +72.2% | +36.4% |
| 3Y | +128.0% | +137.1% | -9.2% | +99.1% |
| 5Y | +196.9% | +760.3% | -563.4% | +124.9% |
| All | +643.2% | +911.6% | -268.4% | +437.1% |
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