+30.8%
ABBV vs MP
-35.6%
+66.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | +1.3% | +9.5% | -8.2% | +1.7% |
| 30D | +4.7% | -3.0% | +7.7% | +4.6% |
| 3M | +18.3% | -30.4% | +48.7% | +16.7% |
| 6M | +43.4% | -39.2% | +82.6% | +42.0% |
| YTD | +33.0% | -23.3% | +56.3% | +33.6% |
| 1Y | +30.8% | -32.6% | +63.4% | +30.2% |
| All | +30.8% | -35.6% | +66.4% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling