+1,156.2%
ABBV vs MOD
+2,220.1%
-1,064.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.7% |
| 7D | +0.4% | +9.6% | -9.2% | -0.2% |
| 30D | +4.2% | 0.0% | +4.1% | +4.1% |
| 3M | +14.8% | -35.4% | +50.2% | +17.6% |
| 6M | +10.3% | -7.3% | +17.5% | +9.4% |
| YTD | +14.9% | +45.8% | -30.9% | +9.8% |
| 1Y | +24.1% | +43.1% | -19.0% | +18.1% |
| 3Y | +91.9% | +297.7% | -205.7% | +58.3% |
| 5Y | +176.0% | +1,478.8% | -1,302.7% | +89.1% |
| 10Y | +502.9% | +1,633.4% | -1,130.4% | +260.7% |
| All | +1,156.2% | +2,220.1% | -1,064.0% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling