+288.0%
ABBV vs MP
+268.3%
+19.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.8% |
| 7D | +2.8% | -3.6% | +6.4% | +2.8% |
| 30D | +7.0% | -21.0% | +27.9% | +7.3% |
| 3M | +19.2% | -33.3% | +52.5% | +20.0% |
| 6M | +47.8% | -45.9% | +93.7% | +49.2% |
| YTD | +32.5% | -27.8% | +60.3% | +32.5% |
| 1Y | +38.4% | -43.2% | +81.6% | +39.2% |
| 3Y | +134.3% | +144.0% | -9.7% | +122.5% |
| 5Y | +200.6% | -6.1% | +206.7% | +190.5% |
| All | +288.0% | +268.3% | +19.7% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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