+1,320.5%
ABBV vs MOD
+989.3%
+331.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.0% | -1.8% |
| 7D | -0.9% | -34.2% | +33.3% | +1.4% |
| 30D | +8.7% | -51.9% | +60.6% | +13.3% |
| 3M | +17.8% | -53.0% | +70.8% | +22.7% |
| 6M | +41.7% | -66.4% | +108.1% | +49.9% |
| YTD | +29.9% | -31.5% | +61.5% | +29.4% |
| 1Y | +37.0% | -39.6% | +76.5% | +37.2% |
| 3Y | +125.2% | +116.8% | +8.4% | +91.1% |
| 5Y | +193.8% | +713.8% | -520.0% | +107.7% |
| 10Y | +673.0% | +882.7% | -209.7% | +366.7% |
| All | +1,320.5% | +989.3% | +331.2% | +744.1% |
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